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An example of estimating a parameter of a nondifferentiable drift coefficient. (English. Russian original) Zbl 0665.62087

Theory Probab. Appl. 33, No. 1, 175-179 (1988); translation from Teor. Veroyatn. Primen. 33, No. 1, 188-192 (1988).
See the review in Zbl 0629.62087.

MSC:

62M05 Markov processes: estimation; hidden Markov models

Citations:

Zbl 0629.62087
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