Prakasa Rao, B. L. S. (1985) Estimation of the drift for diffusion process Statistics: A Journal of Theoretical and Applied Statistics, 16 (2). pp. 263-275. ISSN 0233-1888
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Official URL: http://www.informaworld.com/smpp/content~db=all~co...
Related URL: http://dx.doi.org/10.1080/02331888508801854
Abstract
A brief survey of recent results in the area of parametric and nonparametric estimation of the drift coefficient of a diffusion process are presented. Some open problems are stated.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| ID Code: | 37073 |
| Deposited On: | 26 Apr 2011 10:26 |
| Last Modified: | 26 Apr 2011 10:26 |
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