scientific article

zbMATH Open0619.62077MaRDI QIDQ3756360

G. T. Apoyan

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic normalitydiffusion processasymptotic efficiencymaximum likelihood estimatoruniform consistencyconvergence of momentsnondifferentiable drift coefficients

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

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Title not available (Why is that?) ⋮ From regression function to diffusion drift estimation in nonparametric setting ⋮ On multi-step estimation of delay for SDE ⋮ Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive

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