ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412)
From MaRDI portal
scientific article; zbMATH DE number 2065726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 2065726 |
Statements
ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
0 references
18 May 2004
0 references
Asymptotic efficiency
0 references
maximum likelihood estimator
0 references
local asymptotic normality
0 references
stochastic stability
0 references
