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Publication:3540677
zbMath1149.62072MaRDI QIDQ3540677
Publication date: 24 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimatorBayes estimatorItô stochastic differential equationdrift parameternonhomogeneous diffusion processes
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)
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