Geodesic
Estimation of a~parameter of a~diffusion type process
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 665-672

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Asymptotical properties of the maximum likelihood and Bayessian estimator of ihe trend parameter are investigated as the diffusion coefficient tends to zero. 
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     author = {Yu. A. Kutoyanc},
     title = {Estimation of a~parameter of a~diffusion type process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {665--672},
     publisher = {mathdoc},
     volume = {23},
     number = {3},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a19/}
}
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Yu. A. Kutoyanc. Estimation of a~parameter of a~diffusion type process. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 665-672. http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a19/