小さな拡散過程のドリ...

小さな拡散過程のドリフトパラメータの推定 (特集 確率過程の統計解析)

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小さな拡散過程のドリフトパラメータの推定

(特集 確率過程の統計解析)

Call No. (NDL)
Z15-42
Bibliographic ID of National Diet Library
10314710
Material type
記事
Author
内田 雅之
Publisher
立川 : 情報・システム研究機構統計数理研究所
Publication date
2009
Material Format
Paper
Journal name
統計数理 = Proceedings of the Institute of Statistical Mathematics 57(1) (通号 109) 2009
Publication Page
p.67~81
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Paper

Material Type
記事
Author/Editor
内田 雅之
Author Heading
Alternative Title
Estimation of a drift parameter for a small diffusion process
Periodical title
統計数理 = Proceedings of the Institute of Statistical Mathematics
No. or year of volume/issue
57(1) (通号 109) 2009
Volume
57
Issue
1