Parameter estimation in continuous-time stochastic processes

DOI10.1080/17442508208833238zbMath0499.62076OpenAlexW1976021725MaRDI QIDQ3965451

Arunabha Bagchi, Vivek S. Borkar

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833238

zbMATH Keywords

Ito processesalmost sure characterization of sample path-wise limit sets of maximum likelihood estimatesparametrized driftuniform strong law of large numbers for stochastic integrals

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99) Stochastic integrals (60H05)

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