An estimate of the Wiener process parameter

DOI10.1007/BF00968435MaRDI QIDQ1259881zbMATH OpenOpenAlexFDO

Authors A. G. Zhilinskas, Eh. Senkene

Publication date 1978

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00968435

zbMATH Keywords

estimateWiener process

Mathematics Subject Classification ID

Brownian motion (60J65) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(1)

• Small sample estimation of parameters for Wiener process with noise

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