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Statistics
A Journal of Theoretical and Applied Statistics
Volume 16, 1985 - Issue 2
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Original Articles

Estimation of the drift for diffusion process

B. L. S Pbakasa rao Indian Statistical Institute, Sansanwal Marg, New Delhi, 110016, India
Pages 263-275 | Published online: 27 Jun 2007
 
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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

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