Maximum likelihood estimation for birth and multidimensional Brownian process (Q1110968)
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scientific article; zbMATH DE number 4074264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for birth and multidimensional Brownian process |
scientific article; zbMATH DE number 4074264 |
Statements
Maximum likelihood estimation for birth and multidimensional Brownian process (English)
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1987
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Student distribution
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Wishart distribution
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linear birth process
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Brownian process with dependent coordinates
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maximum likelihood estimators
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drift vector
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diffusion coefficients
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incomplete observations
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