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Teoriya Veroyatnostei i ee Primeneniya, 2024, Volume 69, Issue 4, Pages 668–694
DOI: https://doi.org/10.4213/tvp5734 (Mi tvp5734) 		 
On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited

A. A. Novikovab, A. N. Shiryaevb, N. E. Kordzahiyac

a University of Technology Sydney, Sydney, Australia
b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
c Macquarie University, Australia
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DOI: https://doi.org/10.4213/tvp5734
Received: 15.07.2024
Document Type: Article
Language: Russian
Citation: A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 668–694
Citation in format AMSBIB
\Bibitem{NovShiKor24}
\by A.~A.~Novikov, A.~N.~Shiryaev, N.~E.~Kordzahiya
\paper On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited
\jour Teor. Veroyatnost. i Primenen.
\yr 2024
\vol 69
\issue 4
\pages 668--694
\mathnet{http://mi.mathnet.ru/tvp5734}
\crossref{https://doi.org/10.4213/tvp5734}
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  • https://www.mathnet.ru/eng/tvp/v69/i4/p668
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