Maximum likelihood estimation for birth and multidimensional Brownian process (Q1110968)

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Maximum likelihood estimation for birth and multidimensional Brownian process
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    Maximum likelihood estimation for birth and multidimensional Brownian process (English)
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    1987
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    Student distribution
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    Wishart distribution
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    linear birth process
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    Brownian process with dependent coordinates
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    maximum likelihood estimators
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    drift vector
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    diffusion coefficients
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    incomplete observations
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