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Mathematics of the USSR-Sbornik, 1977, Volume 33, Issue 2, Pages 159–184
DOI: https://doi.org/10.1070/SM1977v033n02ABEH002419 (Mi sm3874) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Asymptotic expansions for estimates of a signal parameter in Gaussian white noise

M. V. Burnashev
English version PDF (1487 kB) Citations (4)
References:
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DOI: https://doi.org/10.1070/SM1977v033n02ABEH002419
Abstract: We consider asymptotic expansions of estimates of an unknown parameter $\theta$ based on observation of a diffusion process $X_t$:
$$ dX_t = S_t(\theta)\,dt + dW_t,\qquad t\in[0,T],\quad\theta\in\Theta. $$

Bibliography: 11 titles.
Received: 20.10.1976
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1977, Volume 104(146), Number 2(10), Pages 179–206
Bibliographic databases:
UDC: 519.2
MSC: Primary 60G35; Secondary 62F10, 62M99, 93E10
Language: English
Original paper language: Russian
Citation: M. V. Burnashev, “Asymptotic expansions for estimates of a signal parameter in Gaussian white noise”, Mat. Sb. (N.S.), 104(146):2(10) (1977), 179–206; Math. USSR-Sb., 33:2 (1977), 159–184
Citation in format AMSBIB
\Bibitem{Bur77}
\by M.~V.~Burnashev
\paper Asymptotic expansions for estimates of a~signal parameter in Gaussian white noise
\jour Mat. Sb. (N.S.)
\yr 1977
\vol 104(146)
\issue 2(10)
\pages 179--206
\mathnet{http://mi.mathnet.ru/sm3874}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=474663}
\zmath{https://zbmath.org/?q=an:0384.62079|0404.62056}
\transl
\jour Math. USSR-Sb.
\yr 1977
\vol 33
\issue 2
\pages 159--184
\crossref{https://doi.org/10.1070/SM1977v033n02ABEH002419}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1977GR63000001}
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  • https://doi.org/10.1070/SM1977v033n02ABEH002419
  • https://www.mathnet.ru/eng/sm/v146/i2/p179
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Abstract page:253
    Russian version PDF:111
    English version PDF:8
    References:31
     
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