Minimum variance unbiased estimation of the drift of brownian motion with linear stopping boundaries (Q4384956)
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scientific article; zbMATH DE number 1139739
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| English | Minimum variance unbiased estimation of the drift of brownian motion with linear stopping boundaries |
scientific article; zbMATH DE number 1139739 |
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Minimum variance unbiased estimation of the drift of brownian motion with linear stopping boundaries (English)
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13 April 1998
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completeness
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truncation adaptation
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Brownian motion
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drift
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linear stopping boundaries
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drift estimate
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0.8201418519020081
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0.8103862404823303
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0.7821300625801086
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