Classes of diffusion-type processes with a sufficient reduction (Q3742552)
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scientific article; zbMATH DE number 3978212
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| English | Classes of diffusion-type processes with a sufficient reduction |
scientific article; zbMATH DE number 3978212 |
Statements
Classes of diffusion-type processes with a sufficient reduction (English)
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1986
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stochastic differential equations
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maximum likelihood estimation
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sufficient data reduction
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sufficient statistic
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curved exponential family
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diffusion-type processes
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Riccati equation
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0.7233179211616516
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