scientific article; zbMATH DE number 4053486

zbMATH Open0645.93059MaRDI QIDQ3789459FDOQ3789459

Authors: K. Helmes 

Publication date: 1988

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

Recommendations

• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
• On the approximate maximum likelihood estimation for diffusion processes
• Asymptotic behavior of maximum likelihood estimators in a branching diffusion model
• scientific article; zbMATH DE number 19728
• Asymptotic behavior of the maximum likelihood estimator for ergodic and nonergodic square-root diffusions
• A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's
• Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes

zbMATH Keywords

asymptotic behaviormaximum likelihood estimate2-dimensional process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Diffusion processes (60J60) Estimation and detection in stochastic control theory (93E10)

Cited In (9)

• Asymptotic properties of the maximum likelihood estimators of parameters of a spatial counting process modelling crystallization of polymers
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
• A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling
• Title not available (Why is that?)
• Title not available (Why is that?)

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 Q3789459)