Maximum likelihood estimation for birth and multidimensional Brownian process

DOI10.1016/0047-259X(87)90154-0zbMath0657.62100MaRDI QIDQ1110968

Shailaja Dharmadhikari

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Wishart distributionmaximum likelihood estimatorsdiffusion coefficientsStudent distributionincomplete observationsBrownian process with dependent coordinatesdrift vectorlinear birth process

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Linear Statistical Inference and its Applications