scientific article
From MaRDI portal
Publication:3658972
zbMath0513.62087MaRDI QIDQ3658972
B. L. S. Prakasa Rao, Herman Rubin
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityWiener processFourier analysisleast squares estimatorstochastic integralsstrong consistencynonlinear stochastic differential equationsreal-valued stationary ergodic process
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)
Related Items (7)
Robust M-estimators in diffusion processes ⋮ Uniform Decay and Equicontinuity for Normalized, Parameter Dependent, ITO Integrals ⋮ Le Cam-Stratonovich-Boole theory for Itô diffusions ⋮ Quasi-likelihood estimation for semimartingales ⋮ Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency ⋮ Recursive identification in continuous-time stochastic processes
This page was built for publication:
