ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412): Difference between revisions
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scientific article; zbMATH DE number 2065726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 2065726 |
Statements
ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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18 May 2004
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Asymptotic efficiency
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maximum likelihood estimator
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local asymptotic normality
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stochastic stability
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