Maximnm contrast estimation for diffusion processes from discrete observations
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Publication:5753408
DOI10.1080/02331889008802231zbMath0721.62082OpenAlexW2099836592MaRDI QIDQ5753408
Publication date: 1990
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889008802231
consistencyasymptotic normalityWiener processmaximum likelihood estimatorone-dimensional diffusion processmaximum contrast estimators
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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