Bishwal, Jaya P. N. Sufficiency and Rao-Blackwellization of Vasicek model. (English) Zbl 1244.62004 Theory Stoch. Process. 17, No. 1, 12-15 (2011). Summary: We use sufficiency and the Rao-Blackwell theorem to obtain efficient estimators and to discretize the continuous time Vasićek process optimally. MSC: 62B05 Sufficient statistics and fields 62F12 Asymptotic properties of parametric estimators 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) Keywords:Itô’s stochastic differential equation; diffusions; experimental designs; maximum likelihood estimator; least squares estimator; efficiency PDF BibTeX XML Cite \textit{J. P. N. Bishwal}, Theory Stoch. Process. 17, No. 1, 12--15 (2011; Zbl 1244.62004)