Citation:
Yu. A. Kutoyants, “The expansion of the maximum likelihood estimate by the powers of diffusion”, Teor. Veroyatnost. i Primenen., 29:3 (1984), 452–463; Theory Probab. Appl., 29:3 (1985), 465–477
\Bibitem{Kut84}
\by Yu.~A.~Kutoyants
\paper The expansion of the maximum likelihood estimate by the powers of diffusion
\jour Teor. Veroyatnost. i Primenen.
\yr 1984
\vol 29
\issue 3
\pages 452--463
\mathnet{http://mi.mathnet.ru/tvp2083}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=761130}
\zmath{https://zbmath.org/?q=an:0604.62080|0561.62074}
\transl
\jour Theory Probab. Appl.
\yr 1985
\vol 29
\issue 3
\pages 465--477
\crossref{https://doi.org/10.1137/1129061}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1985ANY1800003}
Linking options:
https://www.mathnet.ru/eng/tvp2083
https://www.mathnet.ru/eng/tvp/v29/i3/p452
This publication is cited in the following 5 articles:
O. V. Chernoyarov, A. S. Dabye, F. N. Diop, Y. A. Kutoyants, “Non asymptotic expansions of the MME in the case of Poisson observations”, Metrika, 85:8 (2022), 927
Anissa Rabhi, “On Threshold Choice in Hypothesis Testing for Dynamical Systems with Small Noise”, Communications in Statistics - Theory and Methods, 42:5 (2013), 800
Theory Probab. Appl., 52:4 (2008), 651–673
Yu. Kutoyants, H. Pohlmann, “Parameter estimation for kalman-bucy filter with small noise”, Statistics, 25:4 (1994), 307
Nakahiro Yoshida, “Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe”, Probab. Th. Rel. Fields, 92:3 (1992), 275
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