Distribution of the least-squares estimators of a single Brownian trajectory diffusion coefficient

DOI10.1088/1742-5468/2013/04/P04017zbMath1456.60205arXiv1301.4374WikidataQ62269519 ScholiaQ62269519MaRDI QIDQ3301585

Denis Boyer, G. Oshanin, David S. Dean, Carlos Mejía-Monasterio

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4374

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Brownian motion (60J65)

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