Drift estimation for Brownian flows
type: Item
instance of: scholarly article
title: Drift estimation for Brownian flows
zbMATH Open document ID: 0936.62094
DOI: 10.1016/S0304-4149(97)00097-5
published in: Stochastic Processes and their Applications
publication date: 2000-03-01T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1409168
zbMATH Keywords: diffusions
zbMATH Keywords: maximum likelihood
zbMATH Keywords: Lagrangian data
zbMATH Keywords: stochastic flows
author: Leonid I. Piterbarg
MaRDI profile type: Publication
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Wikidata QID: Q127351582
description: scientific article; zbMATH DE number 1409168