Robust estimation for ergodic Markovian processes

Reference : Robust estimation for ergodic Markovian processes


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/55693

Title :	Robust estimation for ergodic Markovian processes
Language :	English
Author, co-author :	Lecestre, Alexandre [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Publication date :	2023
Peer reviewed :	No
Keywords :	[en] hidden Markov models ; diffusion processes ; robust estimation
Permalink :	http://hdl.handle.net/10993/55693
source URL :	https://arxiv.org/abs/2307.03666
Framework Programme / European Project :	H2020 ; 811017 - SanDAL - ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg

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