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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1980 Volume 98, Pages 4–18 (Mi znsl3281)

This article is cited in 1 paper

The maximum likelihood estimate for a branching diffusion process

S. R. Adke


Abstract: This paper investigates the properties of the maximum like lihood estimators of the drift and diffusion coefficients under three sampling schemes for a branching diffusion process in which the branching process is a linear firth process and the diffusion is in accordance with the Brownian motion with drift.

UDC: 519.62


 English version:
Journal of Soviet Mathematics, 1983, 21:1, 1–10

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