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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 2, Pages 393–396 (Mi tvp3138)  
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

On an estimation of the trend parameter of a stochastic diffusion equation

G. L. Kulinich

Kiev
Full-text PDF (306 kB) Citations (6)
Abstract: In this note, the stochastic diffusion equation
$$ d\xi(t)=[a(\xi(t))+\theta b(\xi(t))]\,dt+\sigma(\xi(t))\,dw(t) $$
is considered and the maximum likelihood estimate $\theta_T^*$ of the parameter $\theta$ is investigated.
Received: 18.02.1974
English version:
Theory of Probability and its Applications, 1976, Volume 20, Issue 2, Pages 384–387
DOI: https://doi.org/10.1137/1120043
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. L. Kulinich, “On an estimation of the trend parameter of a stochastic diffusion equation”, Teor. Veroyatnost. i Primenen., 20:2 (1975), 393–396; Theory Probab. Appl., 20:2 (1976), 384–387
Citation in format AMSBIB
\Bibitem{Kul75}
\by G.~L.~Kulinich
\paper On an estimation of the trend parameter of a~stochastic diffusion equation
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 2
\pages 393--396
\mathnet{http://mi.mathnet.ru/tvp3138}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=378309}
\zmath{https://zbmath.org/?q=an:0341.62070}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 2
\pages 384--387
\crossref{https://doi.org/10.1137/1120043}
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  • https://www.mathnet.ru/eng/tvp/v20/i2/p393
    • This publication is cited in the following 6 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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