scientific article; zbMATH DE number 4032737

MaRDI QIDQ3773008zbMATH OpenFDO

Authors V. V. Anisimov

Publication date 1985

zbMATH Keywords

ergodicity conditionAsymptotic propertiesmaximum-likelihood estimationsstability and asymptotic normality of the solutions

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Limit theorems in probability theory (60F99) Stochastic analysis (60H99)

Recommendations

• Asymptotic behaviour of solutions of stochastic equations and applications in statistics
• scientific article; zbMATH DE number 3878198
• scientific article; zbMATH DE number 219303
• scientific article; zbMATH DE number 1366693
• Solutions of systems of stochastic equations

Cited in

(6)

• The asymptotic properties of estimates of the parameters of nonlinear time series
• Asymptotic properties of solutions of multidimensional stochastic differential equations
• scientific article; zbMATH DE number 7450317 (Why is no real title available?)
• scientific article; zbMATH DE number 3878198 (Why is no real title available?)
• Asymptotic behavior of solutions of stochastic recurrence equations in \(\mathbb{R}{}^ d\)
• Asymptotic behaviour of solutions of stochastic equations and applications in statistics

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 Q3773008)