On the Sequential Estimation of the Drift Coefficient of a Diffusion Process with Quadratic and Non-Quadratic Losses (Q3949762)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the Sequential Estimation of the Drift Coefficient of a Diffusion Process with Quadratic and Non-Quadratic Losses |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Sequential Estimation of the Drift Coefficient of a Diffusion Process with Quadratic and Non-Quadratic Losses |
scientific article |
Statements
On the Sequential Estimation of the Drift Coefficient of a Diffusion Process with Quadratic and Non-Quadratic Losses (English)
0 references
1982
0 references
trend parameter
0 references
sequential estimation
0 references