If you liked Parameter estimation for stochastic processes by Kutoyants, Yu. A., start with Statistical inference for spatial Poisson processes (1998) and Identification of dynamical systems with small noise (1994). 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 Identification of dynamical systems with small noise 1994 · 298 pages · Kutoyants, Yu. A. · Same author

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BookOrb recommends Statistical inference for spatial Poisson processes (1998) and Identification of dynamical systems with small noise (1994).

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Parameter estimation for stochastic processes is by Kutoyants, Yu. A..