Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model (Q4596578)
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: Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model |
scientific article; zbMATH DE number 6815054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model |
scientific article; zbMATH DE number 6815054 |
Statements
Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model (English)
0 references
1 December 2017
0 references
asymptotic mixed normality
0 references
diffusion processes
0 references
discrete observation
0 references
parameter estimation
0 references
0.861315906047821
0 references
0.8218832015991211
0 references
0.8218460083007812
0 references
