DIFFUSION COEFFICIENT ESTIMATION OF A WIENER RANDOM PROCESS WITH A UNIFORM DRIFT |
| 5 | |
| 2010 |
| scientific article | 681.513.54 | ||
| 61-66 | statistical radiophysics, diffusion coefficient, statistical parameter estimation |
| Maximum likelihood and least squares methods are proposed for diffusion coefficient estimation of a random
Wiener process with a uniform drift. Unbiasedness has been shown to exist and variances of obtained estimations
have been found. The comparison of the estimations obtained has also been presented |
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