Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model (Q4596578)
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scientific article; zbMATH DE number 6815054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model |
scientific article; zbMATH DE number 6815054 |
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Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model (English)
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1 December 2017
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asymptotic mixed normality
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diffusion processes
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discrete observation
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parameter estimation
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