×

On an estimator for the drift parameter of random fields. (English. Russian original) Zbl 0834.60055

Theory Probab. Math. Stat. 45, 29-33 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 33-38 (1991).
Summary: The author studies the maximum likelihood estimator of an unknown parameter occurring linearly in the drift function of random fields of diffusion type. Formulas for the bias and quadratic deviation of the estimator are presented.

MSC:

60G60 Random fields
60J60 Diffusion processes
62F10 Point estimation
PDFBibTeX XMLCite