Parameter estimation in continuous-time stochastic processes (Q3965451)
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: Parameter estimation in continuous-time stochastic processes |
scientific article; zbMATH DE number 3787895
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation in continuous-time stochastic processes |
scientific article; zbMATH DE number 3787895 |
Statements
Parameter estimation in continuous-time stochastic processes (English)
0 references
1982
0 references
Ito processes
0 references
parametrized drift
0 references
almost sure characterization of sample path-wise limit sets of maximum likelihood estimates
0 references
uniform strong law of large numbers for stochastic integrals
0 references
