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Problemy Peredachi Informatsii, 1980, Volume 16, Issue 4, Pages 36–40 (Mi ppi1460)  
Methods of Signal Processing

Estimation of the Drift Parameter of the Unobservable Component of Partially Observable Random Processes

S. Ya. Makhno
Full-text PDF (279 kB)
Abstract: The article considers the problem of estimating a parameter that appears in the drift of an unobservable process. An estimate is constructed for this parameter, and, under certain assumptions, it is shown that the estimate is consistent and asymptotically normal; the bias and standard deviation are determined.
Received: 12.03.1979
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: S. Ya. Makhno, “Estimation of the Drift Parameter of the Unobservable Component of Partially Observable Random Processes”, Probl. Peredachi Inf., 16:4 (1980), 36–40; Problems Inform. Transmission, 16:4 (1980), 282–285
Citation in format AMSBIB
\Bibitem{Mak80}
\by S.~Ya.~Makhno
\paper Estimation of the Drift Parameter of the Unobservable Component of Partially Observable Random Processes
\jour Probl. Peredachi Inf.
\yr 1980
\vol 16
\issue 4
\pages 36--40
\mathnet{http://mi.mathnet.ru/ppi1460}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=655000}
\zmath{https://zbmath.org/?q=an:0454.62079}
\transl
\jour Problems Inform. Transmission
\yr 1980
\vol 16
\issue 4
\pages 282--285
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