Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
DOI10.1515/ijnsns-2013-0101zbMath1401.60114OpenAlexW2312678345MaRDI QIDQ1786355
Huantian Xie, Nenghui Kuang, Chun-li Li
Publication date: 24 September 2018
Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/ijnsns-2013-0101
mean squared errorefficiencyunbiasednessRayleigh diffusion processessequential maximum likelihood estimator
Nonparametric estimation (62G05) Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
- Fixed accuracy estimation of an autoregressive parameter
- The equivalence of the Cox process with squared radial Ornstein-Uhlenbeck intensity and the death process in a simple population model
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
- Large and moderate deviations in testing Rayleigh diffusion model
- Parameter estimation in stochastic differential equations.
- Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
- Pricing and Hedging Path-Dependent Options Under the CEV Process
- Some remarks on the Rayleigh process
- Hypothesis Testing in a Rayleigh Diffusion Model
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
This page was built for publication: Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
