Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 409-415
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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/
@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/}
}
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a19/
%G ru
%F TVP_1977_22_2_a19
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.
