Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions

DOI10.1007/0-387-36062-X_15zbMath1102.62086MaRDI QIDQ3416897

Oleg Loukianov, Dasha Loukianova

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

regularity of martingale families

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)

Related Items (3)

Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation ⋮ On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models ⋮ Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions

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