On the time a diffusion process spends along a line (Q689463)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the time a diffusion process spends along a line
scientific article

    Statements

    On the time a diffusion process spends along a line (English)
    0 references
    0 references
    0 references
    2 January 1994
    0 references
    0 references
    second order asymptotics for estimators
    0 references
    diffusion process
    0 references
    Brownian motion
    0 references
    multivariate exponential distributions
    0 references
    statistical estimation theory
    0 references