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Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited

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  • N.H. Bingham
  • Bruce Dunham

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  • N.H. Bingham & Bruce Dunham, 1997. "Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 667-679, December.
    • Handle: RePEc:spr:aistmt:v:49:y:1997:i:4:p:667-679
    DOI: 10.1023/A:1003214209227
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    References listed on IDEAS

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    1. Lebowitz, Joel L. & Rost, Hermann, 1994. "The Einstein relation for the displacement of a test particle in a random environment," Stochastic Processes and their Applications, Elsevier, vol. 54(2), pages 183-196, December.
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    Cited by:

    1. N. Bingham & Susan Pitts, 1999. "Non-parametric Estimation for the M/G/∞ Queue," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 71-97, March.
    2. Peter Whittle, 2002. "Applied Probability in Great Britain," Operations Research, INFORMS, vol. 50(1), pages 227-239, February.
    3. Peter Hall & Juhyun Park, 2004. "Nonparametric inference about service time distribution from indirect measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(4), pages 861-875, November.

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