Estimation of a Parameter of a Diffusion Process
- 1 June 1979
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 23 (3) , 641-649
- https://doi.org/10.1137/1123076
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Estimation of the Trend Parameter of a Diffusion Process in the Smooth CaseTheory of Probability and Its Applications, 1978
- Statistics of Random Processes IIPublished by Springer Nature ,1978
- Properties of Maximum Likelihood and Bayes’ Estimators for Non-Identically Distributed ObservationsTheory of Probability and Its Applications, 1976
- On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic IntegralsTheory of Probability and Its Applications, 1976