Research Catalog

Identification of dynamical systems with small noise

Title
Identification of dynamical systems with small noise / by Yu. Kutoyants.
Author
Kutoyants, Yu. A.
Publication
Dordrecht ; Boston : Kluwer Academic Publishers, [1994], ©1994.

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Series Statement
Mathematics and its applications ; v. 300
Uniform Title
Mathematics and its applications (Kluwer Academic Publishers) ; v. 300.
Subject
  • Diffusion processes
  • Estimation theory
  • Asymptotic efficiencies (Statistics)
Bibliography (note)
  • Includes bibliographical references (p. 289-296) and index.
Contents
1. Auxiliary Results -- 2. Asymptotic Properties of Estimators in Standard and Nonstandard Situations -- 3. Expansions -- 4. Nonparametric Estimation -- 5. The Disorder Problem -- 6. Partially Observed Systems -- 7. Minimum Distance Estimation.
ISBN
0792330536 (acid-free paper)
LCCN
94029409
OCLC
  • 30891836
  • ocm30891836
Owning Institutions
Columbia University Libraries