Statistical Inference for Stochastic Processes · 2009 · 53 citations · 23 references
EngineeringEconomicsDynamical SystemsStochastic ProcessesTransport PhenomenaBrownian MotionDiffusion ProcessesMaximum Likelihood EstimationReaction-diffusion SystemsAsymptotic ExpansionsAsymptotic PropertiesFractional Brownian MotionParameter Estimation For Diffusions
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Stationary and Related Stochastic Processes
Simeon M. Berman, H. Cramer, M. R. Leadbetter · Technometrics · 1967 · 809 citations