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

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {22},
     number = {2},
     year = {1977},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a19/}
}
TY  - JOUR
AU  - Yu. A. Kutoyanc
TI  - Estimation of the trend parameter of a~diffusion process in the smooth case
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1977
SP  - 409
EP  - 415
VL  - 22
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a19/
LA  - ru
ID  - TVP_1977_22_2_a19
ER  - 
%0 Journal Article
%A Yu. A. Kutoyanc
%T Estimation of the trend parameter of a~diffusion process in the smooth case
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1977
%P 409-415
%V 22
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a19/
%G ru
%F TVP_1977_22_2_a19
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/