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Zapiski Nauchnykh Seminarov LOMI, 1980, Volume 98, Pages 4–18
(Mi znsl3281)
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This article is cited in 1 scientific paper (total in 1 paper)
The maximum likelihood estimate for a branching diffusion process
S. R. Adke
Abstract:
This paper investigates the properties of the maximum like lihood estimators of the drift and diffusion coefficients under three sampling schemes for a branching diffusion process in which the branching process is a linear firth process and the diffusion is in accordance with the Brownian motion with drift.
Citation:
S. R. Adke, “The maximum likelihood estimate for a branching diffusion process”, Studies in mathematical statistics. Part IV, Zap. Nauchn. Sem. LOMI, 98, "Nauka", Leningrad. Otdel., Leningrad, 1980, 4–18; J. Soviet Math., 21:1 (1983), 1–10
Linking options:
https://www.mathnet.ru/eng/znsl3281 https://www.mathnet.ru/eng/znsl/v98/p4
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Abstract page: | 128 | Full-text PDF : | 57 |
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