scientific article; zbMATH DE number 3866425

MaRDI QIDQ3333922zbMATH OpenFDO

Authors Arup Basu

Publication date 1983

zbMATH Keywords

asymptotic normalitystrong consistencymaximum likelihood estimationWiener processKolmogorov type inequalitiesLipschitz type conditionnonlinear stochastic equationcentral limit theorem for stochastic integrals

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3928138
• scientific article; zbMATH DE number 6831170
• Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations
• scientific article; zbMATH DE number 4053486
• Parameter estimation for some non-recurrent solutions of SDE

Cited in

(6)

• 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
• Parameter estimation for some non-recurrent solutions of SDE
• Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
• On continuous and discrete sampling for parameter estimation in Markovian switching diffusions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3333922)