Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes
type: Item
instance of: scholarly article
title: Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes
zbMATH Open document ID: 1078.62088
author: Zhiyan Xu
author: Weian Zheng
publication date: 2006-01-09T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 2244378
MaRDI profile type: MaRDI publication profile
full work available at URL: s10114-004-0371-x
OpenAlex ID: W2029864699
cites work: Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
cites work: Sharp bounds for transition probability densities of a class of diffusions
DOI: 10.1007/S10114-004-0371-X
published in: Acta Mathematica Sinica, English Series
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description: scientific article; zbMATH DE number 2244378