|
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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp3138 https://www.mathnet.ru/eng/tvp/v20/i2/p393
|
Statistics & downloads: |
Abstract page: | 166 | Full-text PDF : | 78 |
|