Parameter estimators in linear stochastic differential equations and their asymptotic properties1

DOI10.1080/02331888308801692zbMath0519.62069OpenAlexW2002538732MaRDI QIDQ3668678

Bärbel Bellach

Publication date: 1983

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308801692

zbMATH Keywords

surveyconsistencyasymptotic normalitybibliographyefficiencylinear equationsinstrumental variables estimatorsone-step-Gauss-Newton-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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