Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes (Q1904971)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes |
scientific article |
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Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes (English)
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19 June 1996
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approximate inference
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approximate likelihood
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approximate transition density
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Euler-Maruyama
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Ornstein-Uhlenbeck
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discrete observations
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diffusion process
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consistency
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asymptotic normality
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