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Estimation of parameters of one stochastic differential equation. (English. Russian original) Zbl 0834.60062
J. Math. Sci., New York 75, No. 1, 1453-1460 (1995); translation from Lumel’skij, Ya. P. (ed.), Statistical methods of estimation and hypothesis testing. Interuniv. Coll. Sci. Works. Perm’: Permskij Gosudarstvennyj Univ., 107-119 (1990).
See the review in Zbl 0793.60061.
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
62M05 Markov processes: estimation; hidden Markov models
Full Text: DOI
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[6] I. D. Cherkasov, ”Statistical estimation of coefficients of one diffusion dynamic system”,J. Sov. Math.,53, No. 6 (1991).
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