Publication:4322397
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zbMath0814.62049MaRDI QIDQ4322397
Publication date: 20 March 1995
maximum likelihood estimation; information; natural exponential family; local asymptotic mixed normality; local characteristics; semimartingale theory; Hellinger processes; likelihood theory; exponential families of stochastic processes; time- homogeneous exponential families; time-continuous likelihood function
62M05: Markov processes: estimation; hidden Markov models
62E10: Characterization and structure theory of statistical distributions
60J60: Diffusion processes
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