Parameter estimation for diffusion type processes of observation

DOI10.1080/02331888408801807zbMath0566.62070OpenAlexW2007357355MaRDI QIDQ3681778

Yury A. Kutoyants

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/02331888408801807

zbMATH Keywords

asymptotic normalityasymptotic efficiencymaximum likelihooddiffusion coefficientuniform consistencyconvergence of momentstrend coefficientdiffusion type processBayesian estimatesobservation period

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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