scientific article; zbMATH DE number 4005389

zbMATH Open0619.62077MaRDI QIDQ3756360FDOQ3756360

Authors: G. T. Apoyan 

Publication date: 1986

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

Recommendations

• An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient
• scientific article; zbMATH DE number 5258064
• scientific article; zbMATH DE number 2143987
• scientific article; zbMATH DE number 4030765
• Nonparametric estimation models of the drift vector and the diffusion matrix
• Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive
• Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
• scientific article; zbMATH DE number 30693
• From regression function to diffusion drift estimation in nonparametric setting

zbMATH Keywords

asymptotic normalityasymptotic efficiencymaximum likelihood estimatordiffusion processuniform consistencyconvergence of momentsnondifferentiable drift coefficients

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20)

Cited In (11)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• On multi-step estimation of delay for SDE
• Title not available (Why is that?)
• Title not available (Why is that?)
• From regression function to diffusion drift estimation in nonparametric setting
• Title not available (Why is that?)
• Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive

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 Q3756360)