Maximum likelihood estimation for the drift parameter in diffusion processes

DOI10.1080/17442508.2015.1124879zbMath1367.62247OpenAlexW2309107819MaRDI QIDQ2833696

Chao Wei, Huisheng Shu

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2015.1124879

zbMATH Keywords

consistencyasymptotic normalitymaximum likelihood estimationergodic process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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