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Identification of Dynamical Systems with Small Noise
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Identification of Dynamical Systems with Small Noise

In the parametric case, we describe the asymptotical properties of maximum likelihood (MLE), Bayes (BE) and minimum distance (MDE) estimators as c --+ 0 and in the nonparametric situation, we investigate some kernel-type estimators of unknown functions (say, StO,O ~ t ~ T).
Painos
1994 ed.
ISBN
9780792330530
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
31.8.1994
Kustantaja
Springer
Sivumäärä
301