Consistency, asymptotic normality and asymptotic efficiency of the maximum-likelihood-estimator in linear stochastic differential equations (Q3903912)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency, asymptotic normality and asymptotic efficiency of the maximum-likelihood-estimator in linear stochastic differential equations |
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Consistency, asymptotic normality and asymptotic efficiency of the maximum-likelihood-estimator in linear stochastic differential equations (English)
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1980
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consistency
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asymptotic normality
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asymptotic efficiency
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maximum- likelihood-estimator
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linear stochastic differential equations
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Ito equation
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