Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124)
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scientific article; zbMATH DE number 887156
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| English | Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations |
scientific article; zbMATH DE number 887156 |
Statements
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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0.9317853
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0.9204526
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0.91549927
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0.91137815
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