Asymptotically efficient estimation of a drift coefficient in diffusion processes

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Title: Asymptotically efficient estimation of a drift coefficient in diffusion processes
Creator: Pchelintsev, Evgeny A.
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Perelevskiy, Svyatoslav
Date: 2019

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collection(s): Механико-математический факультет
Identifier: смотреть в электронном каталоге НБ ТГУ
Type: статьи в сборниках
Source: Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019. Novosibirsk, 2019. P. 235-242
Language: eng

Created: 05-06-2020

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Механико-математический факультет Asymptotically efficient estimation of a drift coefficient in diffusion processes