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Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems - MaRDI portal

Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems (Q4465491)

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scientific article; zbMATH DE number 2071339
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Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems
scientific article; zbMATH DE number 2071339

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    Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems (English)
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    9 June 2004
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    multivariate \(t\)
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    birth-death
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