On Parameter Estimation for Linear and Nonlinear Stochastic Systems

DOI10.1007/978-94-010-0179-3_20zbMATH Open1067.34009OpenAlexW146797584MaRDI QIDQ4650491

R. Z. Khas'minskiĭ

Publication date: 11 February 2005

Published in: Solid Mechanics and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-94-010-0179-3_20

zbMATH Keywords

stochastic differential equationsasymptotic efficiencymaximum likelihood estimatorestimation of parametersstability in probability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Inverse problems involving ordinary differential equations (34A55)

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