ASYMPTOTIC EXPANSIONS FOR ESTIMATES OF A SIGNAL PARAMETER IN GAUSSIAN WHITE NOISE

DOI10.1070/SM1977V033N02ABEH002419zbMath0404.62056OpenAlexW2053201453MaRDI QIDQ4189997

Marat V. Burnashev

Publication date: 1977

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1977v033n02abeh002419

zbMATH Keywords

Stochastic Differential EquationParameter EstimationDiffusion ProcessMaximum LikelihoodGaussian White NoiseAsymptotic Expansions of Estimates

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Related Items (1)

Non asymptotic expansions of the MME in the case of Poisson observations

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