Sequential estimation of parameters of a staochastic differential equation

DOI10.1080/02331887708801395zbMath0387.62066OpenAlexW1971301391WikidataQ115301442 ScholiaQ115301442MaRDI QIDQ4167942

Marek Musiela

Publication date: 1977

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887708801395

Mathematics Subject Classification ID

Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

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