Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case
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Publication:4158355
DOI10.1137/1122047zbMath0379.62072OpenAlexW2064034496MaRDI QIDQ4158355
Publication date: 1977
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1122047
Related Items (8)
On the multi-step MLE-process for ergodic diffusion ⋮ Statistical aspects of the fractional stochastic calculus ⋮ Robust M-estimators in diffusion processes ⋮ Parameter estimation in uncertain differential equations ⋮ Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation ⋮ Sobre la estimacion del coeficiente de tendencia en procesos de difusion con paradas aleatorias ⋮ Asymptotic behavior of M-estimator and related random field for diffusion process ⋮ Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
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