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

DOI10.1515/IJNSNS-2013-0101zbMATH Open1401.60114OpenAlexW2312678345MaRDI QIDQ1786355FDOQ1786355

Huantian Xie, Nenghui Kuang, 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

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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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• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
• Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
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• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
• The equivalence of the Cox process with squared radial Ornstein-Uhlenbeck intensity and the death process in a simple population model
• Hypothesis Testing in a Rayleigh Diffusion Model

Cited In (1)

• Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process

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