Consistent parameter estimation for partially observed diffusions with small noise
type: Item
instance of: scholarly article
title: Consistent parameter estimation for partially observed diffusions with small noise
zbMATH Open document ID: 0822.62068
DOI: 10.1007/BF01189903
author: Matthew R. James
author: François Le Gland
published in: Applied Mathematics and Optimization
publication date: 1995-08-13T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 784120
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: consistency result
zbMATH Keywords: partially observed diffusion processes
zbMATH Keywords: small noise intensities
zbMATH Keywords: identifiability property
zbMATH Keywords: PDE vanishing viscosity methods
zbMATH Keywords: binary detection problem
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01189903
OpenAlex ID: W1992715799
description: scientific article; zbMATH DE number 784120