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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 409–415 (Mi tvp3230)  
This article is cited in 15 scientific papers (total in 15 papers)

Short Communications

Estimation of the trend parameter of a diffusion process in the smooth case

Yu. A. Kutoyanc

Ashtarak
Full-text PDF (424 kB) Citations (15)
Abstract: ln this paper, asymptotical properties of the maximum likelihood and Bayessian estimates of the trend parameter of a diffusion process are investigated. The asymptotical normality, consistency and asymptotical efficiency of these estimates are established.
Received: 24.09.1975
English version:
Theory of Probability and its Applications, 1978, Volume 22, Issue 2, Pages 399–405
DOI: https://doi.org/10.1137/1122047
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Kutoyanc, “Estimation of the trend parameter of a diffusion process in the smooth case”, Teor. Veroyatnost. i Primenen., 22:2 (1977), 409–415; Theory Probab. Appl., 22:2 (1978), 399–405
Citation in format AMSBIB
\Bibitem{Kut77}
\by Yu.~A.~Kutoyanc
\paper Estimation of the trend parameter of a~diffusion process in the smooth case
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 2
\pages 409--415
\mathnet{http://mi.mathnet.ru/tvp3230}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=483228}
\zmath{https://zbmath.org/?q=an:0379.62072}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 2
\pages 399--405
\crossref{https://doi.org/10.1137/1122047}
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  • https://www.mathnet.ru/eng/tvp/v22/i2/p409
    • This publication is cited in the following 15 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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