Classes of diffusion-type processes with a sufficient reduction (Q3742552): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classes of diffusion-type processes with a sufficient reduction |
scientific article |
Statements
Classes of diffusion-type processes with a sufficient reduction (English)
0 references
1986
0 references
stochastic differential equations
0 references
maximum likelihood estimation
0 references
sufficient data reduction
0 references
sufficient statistic
0 references
curved exponential family
0 references
diffusion-type processes
0 references
Riccati equation
0 references
