Estimation of jumplike processes with incomplete information
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Publication:794995
zbMATH Open0541.93062MaRDI QIDQ794995
A. V. Dobrovidov, M. V. Grishin
Publication date: 1983
Published in: Automation and Remote Control (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)
Related Items (2)
Intensity process for a pure jump Lévy structural model with incomplete information ⋮ Rate estimation in partially observed Markov jump processes with measurement errors
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