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Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process - MaRDI portal

Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process (Q1786355)

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scientific article; zbMATH DE number 6942843
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English
Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
scientific article; zbMATH DE number 6942843

    Statements

    Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process (English)
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    24 September 2018
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    sequential maximum likelihood estimator
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    Rayleigh diffusion processes
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    unbiasedness
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    mean squared error
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    efficiency
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