Publication:3923451

zbMath0469.62064MaRDI QIDQ3923451

A. F. Taraskin

Publication date: 1980

zbMATH Keywords

consistency; asymptotic normality; likelihood ratio test; maximum likelihood estimator; unknown drift parameter

Mathematics Subject Classification ID

60G60: Random fields

62M05: Markov processes: estimation; hidden Markov models

62M99: Inference from stochastic processes

60H05: Stochastic integrals

62M02: Markov processes: hypothesis testing