Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6652912
@@ Property / zbMATH DE Number: 6652912 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+drift parameter
@@ Property / zbMATH Keywords: drift parameter / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discretized model
@@ Property / zbMATH Keywords: discretized model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+sde
@@ Property / describes a project that uses: sde / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01810
@@ Property / arXiv ID: 1506.01810 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficients of a diffusion from discrete observations
+Normal rank
@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood and its application. A general approach to optimal parameter estimation
+Normal rank
@@ Property / cites work @@
+Estimation for the discretely observed telegraph process
+Normal rank
@@ Property / cites work @@
+Statistical Methods for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Q4148534
@@ Property / cites work: Q4148534 / rank @@
+Normal rank
@@ Property / cites work @@
+Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
+Normal rank
@@ Property / cites work @@
+Q3740809
@@ Property / cites work: Q3740809 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4206261
@@ Property / cites work: Q4206261 / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric Inference for Discretely Sampled Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Estimation of diffusion parameters for discretely observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:340755