scientific article; zbMATH DE number 758455
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Publication:4834284
zbMath0827.62087MaRDI QIDQ4834284
Publication date: 11 June 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimationdiffusion processOrnstein-Uhlenbeck processdiscrete observationsconvergence resultsEuler-Maruyamaapproximate transition densityapproximate likelihood functions
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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