scientific article; zbMATH DE number 1106828

zbMath0921.62101MaRDI QIDQ4372084

Hans M. Dietz, Yury A. Kutoyants

Publication date: 5 October 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normalitydiffusion processesstrong consistencyminimum distance estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (10)

The law of iterated logarithm for the estimations of diffusion-type processes ⋮ Robust M estimation of parameters in a linear system ⋮ Parameter estimation for certain nonstationary processes driven by α-stable motions ⋮ On conditional least squares estimation for affine diffusions based on continuous time observations ⋮ Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises ⋮ Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift ⋮ Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes ⋮ Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises ⋮ Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises ⋮ Trajectory fitting estimation for a class of SDEs with small Lévy noises

This page was built for publication: