scientific article; zbMATH DE number 2143987

zbMATH Open1059.62090MaRDI QIDQ4656235FDOQ4656235

Authors: Caiya Zhang 

Publication date: 11 March 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic integralsbounded in probability

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cited In (19)

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• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
• On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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• Estimation of the drift for diffusion process
• Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model
• Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes
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• Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations
• Sobre la estimacion del coeficiente de tendencia en procesos de difusion con paradas aleatorias
• Parameter estimation in CKLS model by continuous observations
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• Maximum likelihood estimation for the drift parameter in diffusion processes
• Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility
• Parameter estimation by deterministic approximation of a solution of a stochastic differential equation
• Simultaneous determination of two coefficients in Itô diffusion processes: theoretical and numerical approaches
• Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive

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