Geodesic
On consistency of minimal distance estimate for diffusion observations
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 1 (1991), pp. 11-16

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This paper deals with the problem of the $\theta$-parameter estimation of the $S (\cdot)$ function (drift coefficient), where it is unknown, by observations of diffusion processes. The method of minimal distance estimation, which allows to construct consistency and asymptotic normality to the estimation of parameter of drift coefficient when $\varepsilon\to 0)$, is discussed. 
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     author = {A. M. Ebady and Yu. A. Kutoyants},
     title = {On consistency of minimal distance estimate for diffusion observations},
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A. M. Ebady; Yu. A. Kutoyants. On consistency of minimal distance estimate for diffusion observations. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 1 (1991), pp. 11-16. http://geodesic.mathdoc.fr/item/UZERU_1991_1_a1/