On localization of source by hidden Gaussian processes with small noise
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DOI: 10.1007/s10463-020-00763-2
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- Kutoyants, Yury A., 2019. "On parameter estimation of the hidden Ornstein–Uhlenbeck process," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 248-263.
- Pavel Chigansky, 2009. "Maximum likelihood estimator for hidden Markov models in continuous time," Statistical Inference for Stochastic Processes, Springer, vol. 12(2), pages 139-163, June.
- Kallianpur, G. & Selukar, R. S., 1991. "Parameter estimation in linear filtering," Journal of Multivariate Analysis, Elsevier, vol. 39(2), pages 284-304, November.
- C. Farinetto & Yu. A. Kutoyants & A. Top, 2020. "Poisson source localization on the plane: change-point case," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 675-698, June.
- O. V. Chernoyarov & S. Dachian & Yu. A. Kutoyants, 2020. "Poisson source localization on the plane: cusp case," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1137-1157, October.
- O. V. Chernoyarov & Yu. A. Kutoyants, 2020. "Poisson source localization on the plane: the smooth case," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(4), pages 411-435, May.
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Keywords
Partially observed linear system; Parameter estimation; Hidden process; Small noise; MLE; BE;All these keywords.
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