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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asymptotic normalityconsistencymaximum likelihood estimationwhite noiseminimum contrast estimatorone-dimensional diffusionpartially observed diffusionestimation of a drift parametersmall measurement noise
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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- 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
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- Consistent parameter estimation for partially observed diffusions with small noise
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