scientific article; zbMATH DE number 4044977

MaRDI QIDQ3782622zbMATH OpenFDO

Authors Manuel Molina-Fernandez, Aurora Hermoso-Carazo

Publication date 1987

zbMATH Keywords

diffusion branching processesdrift coefficientmaximum likelihood estimatorobserved Fisher informationRadon-Nikodym derivativeunbiased sequential test

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sequential statistical analysis (62L10) Sequential estimation (62L12)

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• A note on statistical inference for a class of diffusions and approximate diffusions

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