Estimating the Parameters of a Differential Process

• 1 September 1959
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 30  (3) , 641-658
• https://doi.org/10.1214/aoms/1177706195

Abstract

Keywords

• RELATIVE DENSITY
• INITIAL CONDITION
• CONSISTENT ESTIMATOR
• BOREL SET
• INFINITE DIVISIBILITY
• CANONICAL REPRESENTATION
• CHARACTERISTIC FUNCTION
• UNBIASED ESTIMATOR
• STOCHASTIC PROCESS