Estimation of the coefficients of a dynamic diffusion system (Q1185614)
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scientific article; zbMATH DE number 35672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the coefficients of a dynamic diffusion system |
scientific article; zbMATH DE number 35672 |
Statements
Estimation of the coefficients of a dynamic diffusion system (English)
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28 June 1992
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Ito equation
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linear drift coefficient
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stability of lognormal distribution
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dynamic diffusion system
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Kolmogorov equation
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finite number of observations
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