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Identification of Dynamical Systems with Small Noise /

This volume studies parametric and nonparametric estimation through the observation of diffusion-type processes. The properties of maximum likelihood, Bayes, and minimum distance estimators are considered in the context of the asymptotics of low noise. It is shown that, under certain conditions rela...

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Bibliographic Details
Main Author:	Kutoyants, Yu
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Dordrecht : Springer Netherlands : Imprint : Springer, 1994.
Series:	Mathematics and its applications ; 300.
Subjects:	Diffusion processes. Estimation theory. Asymptotic efficiencies (Statistics) Electronic books.
Online Access:	Connect to the full text of this electronic book

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