The distribution of an inhomogeneous Wiener process is determined by the mean function m(t) ss EW(t) and the variance function b(t) = V^(W(t)) which depend on unknown parameter d _ 0 . Observations are assumed to be in discrete time points where the sample size tends to infinity. Using the general theory of Ibragimow, Hasminskij [2] sufficient conditions for consistency of MLE i?n are establish...
