Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464)
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scientific article; zbMATH DE number 878538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift estimation of a certain class of diffusion processes from discrete observation |
scientific article; zbMATH DE number 878538 |
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Drift estimation of a certain class of diffusion processes from discrete observation (English)
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4 August 1996
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consistency
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asymptotic normality
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one-dimensional nonstationary Gaussian diffusion models
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maximum likelihood estimators
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Ornstein-Uhlenbeck process
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drift coefficient
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maximum contrast estimators
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discrete observations
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Mishra-Prakasa Rao processes
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