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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 665–672 (Mi tvp3089)  
This article is cited in 11 scientific papers (total in 11 papers)

Short Communications

Estimation of a parameter of a diffusion type process

Yu. A. Kutoyanc

Ashtarak
Full-text PDF (418 kB) Citations (11)
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
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 3, Pages 641–649
DOI: https://doi.org/10.1137/1123076
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Kutoyanc, “Estimation of a parameter of a diffusion type process”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 665–672; Theory Probab. Appl., 23:3 (1979), 641–649
Citation in format AMSBIB
\Bibitem{Kut78}
\by Yu.~A.~Kutoyanc
\paper Estimation of a~parameter of a~diffusion type process
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 3
\pages 665--672
\mathnet{http://mi.mathnet.ru/tvp3089}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=509743}
\zmath{https://zbmath.org/?q=an:0428.62053|0404.62055}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 3
\pages 641--649
\crossref{https://doi.org/10.1137/1123076}
Linking options:
  • https://www.mathnet.ru/eng/tvp3089
  • https://www.mathnet.ru/eng/tvp/v23/i3/p665
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Full-text PDF :115
     
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