Estimator of variance of Wiener process based on its integral
Commentationes Mathematicae Universitatis Carolinae, Tome 27 (1986) no. 4, pp. 737-740
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@article{CMUC_1986__27_4_a11,
author = {Herbst, Tom\'a\v{s}},
title = {Estimator of variance of {Wiener} process based on its integral},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {737--740},
publisher = {mathdoc},
volume = {27},
number = {4},
year = {1986},
mrnumber = {874668},
zbl = {0614.62109},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1986__27_4_a11/}
}
TY - JOUR AU - Herbst, Tomáš TI - Estimator of variance of Wiener process based on its integral JO - Commentationes Mathematicae Universitatis Carolinae PY - 1986 SP - 737 EP - 740 VL - 27 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CMUC_1986__27_4_a11/ LA - en ID - CMUC_1986__27_4_a11 ER -
Herbst, Tomáš. Estimator of variance of Wiener process based on its integral. Commentationes Mathematicae Universitatis Carolinae, Tome 27 (1986) no. 4, pp. 737-740. http://geodesic.mathdoc.fr/item/CMUC_1986__27_4_a11/