Bounds for the equivalence of bayes and maximum likelihood estimators for a class of diffusion processes

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S-22-4-1991-p613-625.pdf (328.97 KB)

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1991

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Linear homogeneous stochastic differential equation, Bayes estimator, Maximum likelihood estimator, Drift coefficient of diffusion processes

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Statistics ,v.22 ,no.4, p613-625

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http://hdl.handle.net/10263/5880

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Mathematics and Statistics

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