scientific article; zbMATH DE number 3420052

zbMath0266.60045MaRDI QIDQ5683510

Alexander Novikov

Publication date: 1972

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

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results ⋮ Some properties of the Hellinger transform and its application in classification problems ⋮ New statistical investigations of the Ornstein-Uhlenbeck process. ⋮ Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes ⋮ The distribution of estimates of parameters of multidimensional stationary AR processes

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