Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process (Q1786355)
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scientific article; zbMATH DE number 6942843
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| English | Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process |
scientific article; zbMATH DE number 6942843 |
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Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process (English)
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24 September 2018
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sequential maximum likelihood estimator
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Rayleigh diffusion processes
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unbiasedness
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mean squared error
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efficiency
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