Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124)
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| Language | Label | Description | Also known as |
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| English | Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations |
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Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (English)
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11 June 1996
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weak consistency
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asymptotic normality
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maximum likelihood estimation
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discrete observations
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independent Gaussian Markov processes
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Ornstein Uhlenbeck process
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asymptotic simultaneous confidence regions
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