scientific article; zbMATH DE number 3619206

zbMath0398.62072MaRDI QIDQ4181847

F. Brodeau, Alain Le Breton

Publication date: 1979

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1979__15_1_1_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ConsistentParameter EstimationMaximum Likelihood EstimatesLinear Stochastic Differential EquationAsymptotically NormallyDrift ParametersGaussian NoisesPoisson Noises

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Statistical decision theory (62C99)

Related Items (2)

Design for estimation of the drift parameter in fractional diffusion systems ⋮ Unnamed Item

Cites Work

• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Optimal policies for identification of stochastic linear systems
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