scientific article; zbMATH DE number 782641
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Publication:4841576
zbMath0831.62058MaRDI QIDQ4841576
Publication date: 8 August 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
identificationparametric identificationWiener processasymptotic propertiesmaximum likelihood estimatorBayes estimatorsmisspecified modelsminimum distance estimatorsnonparametric identificationpartially observed systemsdiffusion-type processdisorder problemsmall noise case
Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Identification in stochastic control theory (93E12)
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