Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Maximum likelihood estimation for the drift parameter in diffusion processes
scientific article

    Statements

    Maximum likelihood estimation for the drift parameter in diffusion processes (English)
    0 references
    0 references
    0 references
    0 references
    25 November 2016
    0 references
    0 references
    maximum likelihood estimation
    0 references
    ergodic process
    0 references
    consistency
    0 references
    asymptotic normality
    0 references
    0 references