Publication:4834284
From MaRDI portal
zbMath0827.62087MaRDI QIDQ4834284
Publication date: 11 June 1996
maximum likelihood estimation; diffusion process; Ornstein-Uhlenbeck process; discrete observations; convergence results; Euler-Maruyama; approximate transition density; approximate likelihood functions
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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