ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412)
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scientific article; zbMATH DE number 2065726
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| English | ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 2065726 |
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ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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18 May 2004
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Asymptotic efficiency
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maximum likelihood estimator
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local asymptotic normality
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stochastic stability
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0.8054488897323608
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0.7893986105918884
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0.7893229126930237
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0.7788602709770203
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0.7698826789855957
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