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On the time a diffusion process spends along a line - MaRDI portal

On the time a diffusion process spends along a line (Q689463)

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scientific article; zbMATH DE number 445236
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English
On the time a diffusion process spends along a line
scientific article; zbMATH DE number 445236

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    On the time a diffusion process spends along a line (English)
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    2 January 1994
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    second order asymptotics for estimators
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    diffusion process
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    Brownian motion
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    multivariate exponential distributions
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    statistical estimation theory
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