Publication:3200418
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zbMath0714.62073MaRDI QIDQ3200418
Publication date: 1990
consistencyasymptotic normalitymaximum likelihood estimationwhite noiseminimum contrast estimatorone-dimensional diffusionpartially observed diffusionestimation of a drift parametersmall measurement noise
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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