scientific article; zbMATH DE number 3642439

MaRDI QIDQ3048007zbMATH OpenFDO

Authors Alain Le Breton

Publication date 1977

zbMATH Keywords

asymptotic propertiesGirsanion transformlikelihood functionmaximum likelihood estimateparameter estimationWiener process

Mathematics Subject Classification ID

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

Cited in

(4)

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

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