On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)

DOI10.1007/BF01905932zbMath0627.62087MaRDI QIDQ1092577

K. Koncz

Publication date: 1987

Published in: Analysis Mathematica (Search for Journal in Brave)

zbMATH Keywords

Laplace transformsufficient statisticsconstant drift coefficientsmultidimensional diffusion processes

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Exact distribution theory in statistics (62E15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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Cites Work

• Linear stochastic systems with constant coefficients. A statistical approach
• Survival functions induced by stochastic covariate processes
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