Identification of Dynamical Systems with Small Noise / by Yu. Kutoyants.
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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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht :
Springer Netherlands : Imprint : Springer,
1994.
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| Series: | Mathematics and its applications (Springer Science+Business Media) ;
300. |
| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
QA274.75
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| QA274.75 | Available |