If you liked Identification of dynamical systems with small noise by Kutoyants, Yu. A., start with Statistical inference for spatial Poisson processes (1998) and Parameter estimation for stochastic processes (1984). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 Statistical inference for spatial Poisson processes 1998 · 276 pages · Kutoyants, Yu. A. · Same author
  2. 2 Parameter estimation for stochastic processes 1984 · 206 pages · Kutoyants, Yu. A. · Same author

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Identification of dynamical systems with small noise is by Kutoyants, Yu. A..