The maximum likelihood estimate for a branching diffusion process
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part IV, Tome 98 (1980), pp. 4-18
Cet article a éte moissonné depuis la source Math-Net.Ru
This paper investigates the properties of the maximum like lihood estimators of the drift and diffusion coefficients under three sampling schemes for a branching diffusion process in which the branching process is a linear firth process and the diffusion is in accordance with the Brownian motion with drift.
@article{ZNSL_1980_98_a1,
author = {S. R. Adke},
title = {The maximum likelihood estimate for a~branching diffusion process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {4--18},
year = {1980},
volume = {98},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1980_98_a1/}
}
S. R. Adke. The maximum likelihood estimate for a branching diffusion process. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part IV, Tome 98 (1980), pp. 4-18. http://geodesic.mathdoc.fr/item/ZNSL_1980_98_a1/