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Identification of Dynamical Systems with Small Noise - Mathematics and Its Applications Yury A. Kutoyants 1994 edition
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Identification of Dynamical Systems with Small Noise - Mathematics and Its Applications
Yury A. 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.
309 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 31, 1994 |
| ISBN13 | 9780792330530 |
| Publishers | Kluwer Academic Publishers |
| Pages | 309 |
| Dimensions | 155 × 235 × 19 mm · 612 g |
| Language | English |
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