Asymptotic behavior of solutions of some classes of stochastic equations and their applications to statistical problems

DOI10.1007/BF01098341zbMath0779.60055MaRDI QIDQ684618

Vladimir V. Anisimov

Publication date: 27 September 1993

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesergodicity conditionmaximum-likelihood estimationsstability and asymptotic normality of the solutions

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic analysis (60H99) Limit theorems in probability theory (60F99)

Related Items (1)

Estimating the observation parameters of a switching Poisson stream at random moments

Cites Work

• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
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