Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes
Kybernetika, Tome 31 (1995) no. 5, pp. 489-507.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 60J65, 62F12, 62M05
@article{KYB_1995__31_5_a5,
     author = {Liese, Friedrich and Wienke, Andreas},
     title = {Exponential rate of convergence of maximum likelihood estimators for inhomogeneous {Wiener} processes},
     journal = {Kybernetika},
     pages = {489--507},
     publisher = {mathdoc},
     volume = {31},
     number = {5},
     year = {1995},
     mrnumber = {1361310},
     zbl = {0858.62071},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1995__31_5_a5/}
}
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Liese, Friedrich; Wienke, Andreas. Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes. Kybernetika, Tome 31 (1995) no. 5, pp. 489-507. http://geodesic.mathdoc.fr/item/KYB_1995__31_5_a5/