Classes of diffusion-type processes with a sufficient reduction

DOI10.1080/02331888608801978zbMath0605.62103OpenAlexW1979666235MaRDI QIDQ3742552

Michael Sørensen

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801978

zbMATH Keywords

maximum likelihood estimationstochastic differential equationsRiccati equationsufficient statisticdiffusion-type processescurved exponential familysufficient data reduction

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Diffusion processes (60J60)

Cites Work

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• Conditionality resolutions

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