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Publication:3766670
zbMATH Open0629.62085MaRDI QIDQ3766670
Publication date: 1985
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maximum likelihood estimatorconfidence intervalindependent incrementsdrift parameter estimationdiffusion process with jumpsupper bound for the coverage probability
Parametric tolerance and confidence regions (62F25) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (2)
Variational estimation of the drift for stochastic differential equations from the empirical density ⋮ Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive
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