Parameter estimation for diffusion type processes of observation (Q3681778): Difference between revisions
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Latest revision as of 22:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for diffusion type processes of observation |
scientific article |
Statements
Parameter estimation for diffusion type processes of observation (English)
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1984
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maximum likelihood
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Bayesian estimates
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trend coefficient
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diffusion type process
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uniform consistency
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asymptotic normality
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convergence of moments
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asymptotic efficiency
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observation period
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diffusion coefficient
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