Remark on semigroup techniques and the maximum likelihood estimation.

DOI10.1016/S0167-7152(02)00431-5zbMath1101.62362OpenAlexW2069395617MaRDI QIDQ1423249

Loukianova Daria

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00431-5

zbMATH Keywords

DiffusionSemigroupsMaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Cites Work

• A note on limit theorems for multivariate martingales
• Exponential families of stochastic processes
• Subadditive mean ergodic theorems
• Note on the Consistency of the Maximum Likelihood Estimate
• The geometry of Markov diffusion generators
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