Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771)
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scientific article; zbMATH DE number 6301000
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| English | Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent |
scientific article; zbMATH DE number 6301000 |
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Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (English)
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5 June 2014
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stochastic differential equation with homogeneous coefficients
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drift parameter
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strong consistency
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discretized model
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