Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems
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Publication:4465491
DOI10.1080/09720502.2003.10700328zbMath1052.62017MaRDI QIDQ4465491
Basel Al-Eideh, Ameen J. Alawneh
Publication date: 9 June 2004
Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/09720502.2003.10700328
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
62M02: Markov processes: hypothesis testing
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