Parameter estimation for diffusion type processes of observation
From MaRDI portal
Publication:3681778
DOI10.1080/02331888408801807zbMath0566.62070MaRDI QIDQ3681778
Publication date: 1984
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888408801807
asymptotic normality; asymptotic efficiency; maximum likelihood; diffusion coefficient; uniform consistency; convergence of moments; trend coefficient; diffusion type process; Bayesian estimates; observation period
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
Related Items
Parametric inference for mixed models defined by stochastic differential equations, Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering, Quantifying Model Uncertainties in Complex Systems