Pages that link to "Item:Q2452771"
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The following pages link to Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771):
Displaying 4 items.
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)
