scientific article; zbMATH DE number 3642439
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Publication:3048007
zbMATH Open0413.60052MaRDI QIDQ3048007FDOQ3048007
Authors: Alain Le Breton 
Publication date: 1977
Title of this publication is not available (Why is that?)
parameter estimationasymptotic propertiesWiener processlikelihood functionmaximum likelihood estimateGirsanion transform
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
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