An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient

DOI10.1137/1133024zbMath0665.62087OpenAlexW2068053963MaRDI QIDQ3816869

Yury A. Kutoyants

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133024

zbMATH Keywords

diffusion processnondifferentiable drift coefficient

Mathematics Subject Classification ID

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

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