Geodesic
Asymptotic expansions for estimates of a signal parameter in Gaussian white noise
Sbornik. Mathematics, Tome 33 (1977) no. 2, pp. 159-184 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider asymptotic expansions of estimates of an unknown parameter $\theta$ based on observation of a diffusion process $X_t$: $$ dX_t = S_t(\theta)\,dt + dW_t,\qquad t\in[0,T],\quad\theta\in\Theta. $$ Bibliography: 11 titles. 
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     author = {M. V. Burnashev},
     title = {Asymptotic expansions for estimates of a~signal parameter in {Gaussian} white noise},
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M. V. Burnashev. Asymptotic expansions for estimates of a signal parameter in Gaussian white noise. Sbornik. Mathematics, Tome 33 (1977) no. 2, pp. 159-184. http://geodesic.mathdoc.fr/item/SM_1977_33_2_a0/

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