Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 665-672
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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/
@article{TVP_1978_23_3_a19,
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},
year = {1978},
volume = {23},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a19/}
}
TY - JOUR
AU - Yu. A. Kutoyanc
TI - Estimation of a parameter of a diffusion type process
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1978
SP - 665
EP - 672
VL - 23
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a19/
LA - ru
ID - TVP_1978_23_3_a19
ER -
%0 Journal Article
%A Yu. A. Kutoyanc
%T Estimation of a parameter of a diffusion type process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 665-672
%V 23
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a19/
%G ru
%F TVP_1978_23_3_a19
Asymptotical properties of the maximum likelihood and Bayessian estimator of ihe trend parameter are investigated as the diffusion coefficient tends to zero.
