Geodesic
Estimation of the trend parameter of a diffusion process in the smooth case
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 409-415 Cet article a éte moissonné depuis la source Math-Net.Ru

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ln this paper, asymptotical properties of the maximum likelihood and Bayessian estimates of the trend parameter of a diffusion process are investigated. The asymptotical normality, consistency and asymptotical efficiency of these estimates are established. 
@article{TVP_1977_22_2_a19,
     author = {Yu. A. Kutoyanc},
     title = {Estimation of the trend parameter of a~diffusion process in the smooth case},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {409--415},
     year = {1977},
     volume = {22},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a19/}
}
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Yu. A. Kutoyanc. Estimation of the trend parameter of a diffusion process in the smooth case. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 409-415. http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a19/