A threshold estimation problem for processes with hysteresis-Reference-Cited by-同舟云学术

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A threshold estimation problem for processes with hysteresis

Published:1998-01 Issue:4 Volume:36 Page:337-347
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Freidlin Mark,Pfeiffer Ruth

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference6 articles.

1. The estimation of the location of a discontinuity in a density;Chernoff,1956

2. Statistical Estimation;Ibragimov,1981

3. A Second Course in Stochastic Processes;Karlin,1981

4. Brownian Motion and Stochastic Calculus;Karatzas,1988

5. Mathematical Models of Hysteresis;Mayergoyz,1991

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