Xu, Zhi Yan et Zheng, Wei An, Sharp Error Estimate for Maximum Likelihood Estimator of Nonstationary Diffusion Processes, Acta mathematica Sinica. English series (Print) , 21(2), 2004, pp. 303-314
We consider the maximum likelihood estimator of the unknown parameter in a class of nonstationary diffusion processes. We give further a precise estimate for the error of the estimator.