scientific article; zbMATH DE number 30693

MaRDI QIDQ3986982zbMATH OpenFDO

Authors B. V. Bondarev

Publication date 28 June 1992

zbMATH Keywords

correlation functioneigenfunctionsestimation of the drift coefficientexponential inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09)

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• Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive

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