Nonconsistent estimation by diffusion type observations (Q1332870)
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scientific article; zbMATH DE number 633670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconsistent estimation by diffusion type observations |
scientific article; zbMATH DE number 633670 |
Statements
Nonconsistent estimation by diffusion type observations (English)
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30 November 1994
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diffusion process
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nonconsistency
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asymptotic normality
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Bayes estimates
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maximum likelihood
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minimum distance estimates
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finite-dimensional parameter
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small coefficient of diffusion
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trend coefficients
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