scientific article; zbMATH DE number 4176275

zbMATH Open0714.62073MaRDI QIDQ3200418FDOQ3200418

Authors: Franz Konecny 

Publication date: 1990

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityconsistencymaximum likelihood estimationwhite noiseminimum contrast estimatorone-dimensional diffusionpartially observed diffusionestimation of a drift parametersmall measurement noise

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (12)

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• Title not available (Why is that?)
• Design for estimation of the drift parameter in fractional diffusion systems
• On localization of source by hidden Gaussian processes with small noise
• Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
• Parameter estimation of a signal from linear indirect observations
• Maximum likelihood estimation for the drift parameter in diffusion processes
• Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter
• Maximum likelihood drift estimation for a threshold diffusion
• Maximum likelihood estimation for small noise multiscale diffusions
• Title not available (Why is that?)
• Consistent parameter estimation for partially observed diffusions with small noise

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