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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1978
Volume 23,
Issue 3,
Pages
665–672
(Mi tvp3089)
This article is cited in
11
papers
Short Communications
Estimation of a parameter of a diffusion type process
Yu. A. Kutoyanc
Ashtarak
Abstract:
Asymptotical properties of the maximum likelihood and Bayessian estimator of ihe trend parameter are investigated as the diffusion coefficient tends to zero.
Received:
20.05.1976
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English version:
Theory of Probability and its Applications, 1979,
23
:3,
641–649
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©
Steklov Math. Inst. of RAS
, 2025
Fulltext:
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