The maximum likelihood estimation for a class of stochastic differential equations driven by a Gaussian moving average process (Q4980861)
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scientific article; zbMATH DE number 6311634
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| English | The maximum likelihood estimation for a class of stochastic differential equations driven by a Gaussian moving average process |
scientific article; zbMATH DE number 6311634 |
Statements
30 June 2014
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strong consistency
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asymptotic normality
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maximum likelihood estimation
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Gaussian moving average process
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0.7892265915870667
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0.7850554585456848
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0.7849329710006714
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