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Estimation of parameters in a system of stochastic differential equations from discrete observations

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Authors
  1. S. S. Artem'ev
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  2. M. A. Yakunin
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Additional information

Novosibirsk. Translated fromSibirskiî Matematicheskiî Zhurnal, Vol. 40, No. 5, pp. 987–993, September–October, 1999.

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Artem'ev, S.S., Yakunin, M.A. Estimation of parameters in a system of stochastic differential equations from discrete observations. Sib Math J 40, 828–833 (1999). https://doi.org/10.1007/BF02674712

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  • DOI: https://doi.org/10.1007/BF02674712

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