scientific article; zbMATH DE number 19728

MaRDI QIDQ3979227zbMATH OpenFDO

Authors Nakahiro Yoshida

Publication date 26 June 1992

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)

Recommendations

• scientific article; zbMATH DE number 4036913
• Asymptotic properties of maximum likelihood estimates in the mixed Poisson model
• Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model
• scientific article; zbMATH DE number 4074270
• Asymptotic behavior of M-estimator and related random field for diffusion process

Cited in

(7)

• scientific article; zbMATH DE number 3936201 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4053486 (Why is no real title available?)
• Asymptotic distribution of MLE's of the parameters for a diffusion model with catastrophes
• Mixed normal inference on multicointegration

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 Q3979227)