К задаче оценивания параметра условно-гауссовского процесса
Verojatnostnye metody i kibernetika (1982)
- Volume: 18, page 123-126
- ISSN: 0132-2869
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topТрофимов, Е.И.. "К задаче оценивания параметра условно-гауссовского процесса." Verojatnostnye metody i kibernetika 18 (1982): 123-126. <http://eudml.org/doc/69220>.
@article{Трофимов1982,
author = {Трофимов, Е.И.},
journal = {Verojatnostnye metody i kibernetika},
keywords = {diffusion type processes; conditionally Gaussian processes; filtering; Wiener processes; consistency; asymptotic normality; maximum likelihood estimates; innovation representation; Riccati equation},
language = {rus},
pages = {123-126},
publisher = {Izd. Kazanskogo universiteta},
title = {К задаче оценивания параметра условно-гауссовского процесса},
url = {http://eudml.org/doc/69220},
volume = {18},
year = {1982},
}
TY - JOUR
AU - Трофимов, Е.И.
TI - К задаче оценивания параметра условно-гауссовского процесса
JO - Verojatnostnye metody i kibernetika
PY - 1982
PB - Izd. Kazanskogo universiteta
VL - 18
SP - 123
EP - 126
LA - rus
KW - diffusion type processes; conditionally Gaussian processes; filtering; Wiener processes; consistency; asymptotic normality; maximum likelihood estimates; innovation representation; Riccati equation
UR - http://eudml.org/doc/69220
ER -
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