A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models (Q4781090)
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scientific article; zbMATH DE number 1833873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models |
scientific article; zbMATH DE number 1833873 |
Statements
A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models (English)
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21 November 2002
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continuous likelihood
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empirical process method
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maximum likelihood estimation
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entropy
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