On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes (Q4747422)
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scientific article; zbMATH DE number 3804706
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| English | On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes |
scientific article; zbMATH DE number 3804706 |
Statements
On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes (English)
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1983
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randomly stopped diffusion-type processes
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curved exponential family
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consistency
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asymptotic normality
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affine ancillary
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Fisher information
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geometric Brownian motion
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intrinsic time
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Radon-Nikodym derivatives
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sequential maximum likelihood estimation
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stochastic differential equations
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review
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continuously observed processes
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survey
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new results
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