Publication:3979227
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zbMath0737.62025MaRDI QIDQ3979227
Publication date: 26 June 1992
maximum likelihood estimatorlimiting distributionmixture of normal distributionsmultidimensional diffusion processesasymptotic mixed normal distributiondistribution of the chi-square typeparametric model of diffusion processesquadratic distribution of normal random variables
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)
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