On the estimation of parameters for linear stochastic differential equations

DOI10.1007/S004400050213MaRDI QIDQ1291164zbMATH OpenOpenAlexFDO

Authors R. Z. Khas'minskiĭ, N. V. Krylov, N. K. Moshchuk

Publication date 6 March 2002

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050213

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62M99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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