Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm''
type: Item
instance of: scholarly article
title: Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm''
zbMATH Open document ID: 0682.62056
DOI: 10.1016/0304-4149(89)90110-5
author: Amir Dembo
author: Ofer Zeitouni
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: Recently, \textit{F. Campillo} and \textit{F. Le Gland} [MLE for partially observed diffusions: direct maximization vs. the EM algorithm. Inst. Nat. Rech. Inf. Autom. (Le Chesnay/France 1988)] have pointed out a mistake in the authors' article, Stochastic Processes Appl. 23, 91-113 (1986; Zbl 0608.62095), which they moved forward and corrected using two sided stochastic integration. Here, we give a very simple, different proof to that correction without making use of two sided integration.
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 4117695
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90110-5
OpenAlex ID: W3023807975
cites work: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
cites work: Q3959169
cites work: Q3321967
cites work: A maximum a posteriori estimator for trajectories of diffusion processes
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description: scientific article; zbMATH DE number 4117695