Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696)
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scientific article; zbMATH DE number 6656304
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| English | Maximum likelihood estimation for the drift parameter in diffusion processes |
scientific article; zbMATH DE number 6656304 |
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Maximum likelihood estimation for the drift parameter in diffusion processes (English)
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25 November 2016
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maximum likelihood estimation
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ergodic process
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consistency
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asymptotic normality
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0.8339098691940308
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