Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors

DOI10.1007/BF02595702zbMath1014.62098MaRDI QIDQ1872843

Yanyan Li

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatorsuniformly minimum unbiased estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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