scientific article; zbMATH DE number 3866425

zbMATH Open0544.62078MaRDI QIDQ3333922FDOQ3333922

Authors: Arup Basu 

Publication date: 1983

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

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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)

Cited In (6)

• Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE
• Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
• 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
• Parameter estimation for some non-recurrent solutions of SDE

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