Kutoyants, Yu. A. An example of estimating a parameter of a nondifferentiable drift coefficient. (English. Russian original) Zbl 0665.62087 Theory Probab. Appl. 33, No. 1, 175-179 (1988); translation from Teor. Veroyatn. Primen. 33, No. 1, 188-192 (1988). See the review in Zbl 0629.62087. Cited in 1 ReviewCited in 2 Documents MSC: 62M05 Markov processes: estimation; hidden Markov models Keywords:nondifferentiable drift coefficient; diffusion process Citations:Zbl 0629.62087 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Theory Probab. Appl. 33, No. 1, 175--179 (1988; Zbl 0665.62087); translation from Teor. Veroyatn. Primen. 33, No. 1, 188--192 (1988) Full Text: DOI