Estimation of the coefficients of a dynamic diffusion system

DOI10.1007/BF01095378zbMath0741.62077MaRDI QIDQ1185614

I. D. Cherkasov

Publication date: 28 June 1992

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Kolmogorov equationIto equationdynamic diffusion systemfinite number of observationslinear drift coefficientstability of lognormal distribution

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of the coefficients of a dynamic diffusion system