scientific article; zbMATH DE number 19728

zbMATH Open0737.62025MaRDI QIDQ3979227FDOQ3979227

Authors: Nakahiro Yoshida 

Publication date: 26 June 1992

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

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zbMATH Keywords

maximum likelihood estimatormixture of normal distributionslimiting distributionmultidimensional diffusion processesasymptotic mixed normal distributiondistribution of the chi-square typeparametric model of diffusion processesquadratic distribution of normal random variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20)

Cited In (7)

• Title not available (Why is that?)
• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
• Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach
• Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems
• Title not available (Why is that?)
• Asymptotic distribution of MLE's of the parameters for a diffusion model with catastrophes
• Mixed normal inference on multicointegration

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