Asymptotic likelihood theory for diffusion processes

DOI10.2307/3212436zbMath0314.62036OpenAlexW4230309958MaRDI QIDQ4074262

J. I. Hewitt, Bruce M. Brown

Publication date: 1975

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212436

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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