scientific article; zbMATH DE number 3866425

MaRDI QIDQ3333922zbMATH OpenFDO

Authors Arup Basu

Publication date 1983

zbMATH Keywords

asymptotic normalitycentral limit theorem for stochastic integralsKolmogorov type inequalitiesLipschitz type conditionmaximum likelihood estimationnonlinear stochastic equationstrong consistencyWiener process

Mathematics Subject Classification ID

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

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Cited in

(7)

• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
• Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
• Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE
• Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations
• Parameter estimation for some non-recurrent solutions of SDE
• On continuous and discrete sampling for parameter estimation in Markovian switching diffusions
• Maximum likelihood estimation for nonlinear reflected stochastic differential equations

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