An estimate of the Wiener process parameter
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Publication:1259881
DOI10.1007/BF00968435zbMath0412.62063OpenAlexW2043216639MaRDI QIDQ1259881
Publication date: 1978
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00968435
Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)
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