On asymptotics related to classical inference in stochastic differential equations with random effects (Q273753)
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scientific article; zbMATH DE number 6572303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotics related to classical inference in stochastic differential equations with random effects |
scientific article; zbMATH DE number 6572303 |
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On asymptotics related to classical inference in stochastic differential equations with random effects (English)
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22 April 2016
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stochastic differential equations
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random effects
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maximum likelihood estimators
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asymptotic normality
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Burkholder-Davis-Gundy inequality
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Itō isometry
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