scientific article; zbMATH DE number 4024567

MaRDI QIDQ3766670zbMATH OpenFDO

Authors B. V. Bondarev

Publication date 1985

zbMATH Keywords

confidence intervaldiffusion process with jumpsdrift parameter estimationindependent incrementsmaximum likelihood estimatorupper bound for the coverage probability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Parametric tolerance and confidence regions (62F25) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(4)

• Variational estimation of the drift for stochastic differential equations from the empirical density
• Estimating the unknown parameter in weak-signal systems
• Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive
• Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

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