On estimating the diffusion coefficient

DOI10.2307/3214063zbMath0615.62109MaRDI QIDQ4723090

Gejza Dohnal

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/106440

zbMATH Keywords

consistency; diffusion coefficient; asymptotical efficiency; local asymptotic mixed normality condition

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

60J60: Diffusion processes

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