On the time a diffusion process spends along a line (Q689463): 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 01:59, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the time a diffusion process spends along a line |
scientific article |
Statements
On the time a diffusion process spends along a line (English)
0 references
2 January 1994
0 references
second order asymptotics for estimators
0 references
diffusion process
0 references
Brownian motion
0 references
multivariate exponential distributions
0 references
statistical estimation theory
0 references