Maximum likelihood estimation in Skorohod stochastic differential equations (Q3552140)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation in Skorohod stochastic differential equations |
scientific article; zbMATH DE number 5692541
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum likelihood estimation in Skorohod stochastic differential equations |
scientific article; zbMATH DE number 5692541 |
Statements
Maximum likelihood estimation in Skorohod stochastic differential equations (English)
0 references
13 April 2010
0 references
Skorohod stochastic differential equations
0 references
Skorohod integral
0 references
anticipative Girsanov transformation
0 references
maximum likelihood estimator
0 references
consistency
0 references
limit distribution
0 references
Carleman-Fredholm determinant
0 references
0.9499902
0 references
0.9378281
0 references
0.9192876
0 references
0.9183432
0 references
0.91716063
0 references
