Parameter estimation in continuous-time stochastic processes (Q3965451)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in continuous-time stochastic processes |
scientific article |
Statements
Parameter estimation in continuous-time stochastic processes (English)
0 references
1982
0 references
Ito processes
0 references
parametrized drift
0 references
almost sure characterization of sample path-wise limit sets of maximum likelihood estimates
0 references
uniform strong law of large numbers for stochastic integrals
0 references
