Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process

DOI10.1515/IJNSNS-2013-0101MaRDI QIDQ1786355zbMATH OpenOpenAlexFDO

Authors Nenghui Kuang, Huantian Xie, Chun-li Li

Publication date 24 September 2018

Published in International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ijnsns-2013-0101

zbMATH Keywords

efficiencymean squared errorunbiasednessRayleigh diffusion processessequential maximum likelihood estimator

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
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Cited in

(3)

• Sequential maximum likelihood estimation for the hyperbolic diffusion process
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