scientific article; zbMATH DE number 4130292

MaRDI QIDQ3032173zbMATH OpenFDO

Authors Piotr Kazimierczyk

Publication date 1989

zbMATH Keywords

Itô equationmaximum-likelihood estimatorstochastic Duffing oscillator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(7)

• Remark on semigroup techniques and the maximum likelihood estimation.
• To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional
• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
• Pathwise stability of likelihood estimators for diffusions via rough paths
• A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models
• Maximum likelihood drift estimation for a threshold diffusion
• scientific article; zbMATH DE number 967304 (Why is no real title available?)

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