scientific article
From MaRDI portal
Publication:3951420
zbMath0489.62077MaRDI QIDQ3951420
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityefficiencymaximum likelihood estimatordiffusion processesgeneralization of Bernstein-von Mises theorem
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (4)
Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion ⋮ Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion ⋮ Bayes estimation for some stochastic partial differential equations ⋮ Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators
This page was built for publication: