Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284)
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scientific article; zbMATH DE number 5682924
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| English | Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes |
scientific article; zbMATH DE number 5682924 |
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Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (English)
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18 March 2010
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maximum likelihood estimator for inhomogeneous diffusions
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perturbed drift
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0.8187815546989441
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0.8087466955184937
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