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Publication:3707190
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zbMATH Open0584.62136MaRDI QIDQ3707190

K. Koncz

Publication date: 1984



Title of this publication is not available (Why is that?)


zbMATH Keywords

Laplace transformBrownian motionmultivariate diffusionnonstationary case


Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sufficient statistics and fields (62B05) Stochastic analysis (60Hxx) Sufficiency and information (62B99)



Related Items (3)

On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes) ⋮ The asymptotic behaviour of the normalizing factor for random matrix-valued evolution given by a transport equation ⋮ Estimation of the drift for diffusion process






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