On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes) (Q1092577)

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scientific article; zbMATH DE number 4020265
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On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)
scientific article; zbMATH DE number 4020265

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    On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes) (English)
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    1987
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    sufficient statistics
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    Laplace transform
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    multidimensional diffusion processes
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    constant drift coefficients
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