Minimum contrast estimation in diffusion processes

DOI10.2307/3213375zbMath0403.62060OpenAlexW2324311513MaRDI QIDQ4188620

Věra Lánská

Publication date: 1979

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213375

zbMATH Keywords

Asymptotic NormalityDiffusion ProcessesMaximum LikelihoodEstimates Strong ConsistencyMinimum ContrastNon-Linear Stochastic Differential Equations

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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