Classes of diffusion-type processes with a sufficient reduction (Q3742552)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Classes of diffusion-type processes with a sufficient reduction |
scientific article |
Statements
Classes of diffusion-type processes with a sufficient reduction (English)
0 references
1986
0 references
stochastic differential equations
0 references
maximum likelihood estimation
0 references
sufficient data reduction
0 references
sufficient statistic
0 references
curved exponential family
0 references
diffusion-type processes
0 references
Riccati equation
0 references