scientific article; zbMATH DE number 3642439

MaRDI QIDQ3048007zbMATH OpenFDO

Authors Alain Le Breton

Publication date 1977

zbMATH Keywords

parameter estimationasymptotic propertiesWiener processlikelihood functionmaximum likelihood estimateGirsanion transform

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(4)

• Parametric inference for diffusion processes observed at discrete points in time: a survey
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
• On maximum likelihood estimation of the drift matrix of a degenerated O-U process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3048007)