On estimate of unknown parameters in stochastic systems with fast random oscillations

DOI10.1515/ROSE.1996.4.2.119zbMath0853.62067OpenAlexW1982165684MaRDI QIDQ4889496

Yu. N. Polshkov

Publication date: 7 January 1997

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.2.119

zbMATH Keywords

consistencyasymptotic normalityleast squares estimatordifferential equations of second orderfast oscillationsobserved trajectory

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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