This article is cited in 16 papers

Short Communications

Estimation of the trend parameter of a diffusion process in the smooth case

Yu. A. Kutoyanc

Ashtarak

Abstract: 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.

Received: 24.09.1975

 English version: Theory of Probability and its Applications, 1978, 22:2, 399–405

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