scientific article; zbMATH DE number 946315

zbMATH Open0859.62075MaRDI QIDQ4715480FDOQ4715480

Authors: Birgit Gaschler 

Publication date: 17 November 1996

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

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zbMATH Keywords

asymptotic normalityBartlett correctionsimulationsmaximum likelihood estimatorsOrnstein-Uhlenbeck processessmall sample performanceGauss-Markov processesweak consistencysimultaneous asymptotic confidence estimation

Mathematics Subject Classification ID

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

Cited In (9)

• On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)
• An optimal property of the Gauss-Markov estimator
• Title not available (Why is that?)
• Twistor spaces and harmonic maps
• Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
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• Parameter estimation and model testing for Markov processes via conditional characteristic functions
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• Parameter estimation of Gaussian stationary processes using the generalized method of moments

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