scientific article
From MaRDI portal
Publication:2743915
zbMath0997.62061MaRDI QIDQ2743915
B. L. S. Prakasa Rao, Mahendra Nath Mishra
Publication date: 17 September 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
diffusion processlocal asymptotic normalityapproximate maximum likelihood estimatorapproximate Bayes estimator
Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items
ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES ⋮ Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations
This page was built for publication:
