Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems

DOI10.1080/09720502.2003.10700328zbMath1052.62017OpenAlexW2035956095MaRDI QIDQ4465491

Basel Al-Eideh, Ameen J. Alawneh

Publication date: 9 June 2004

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2003.10700328

zbMATH Keywords

multivariate \(t\)birth-death

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)

Related Items (1)

Periodic property and asymptotic behavior for a discrete ratio-dependent food-chain system with delays

Cites Work

• Maximum likelihood estimation for continuous-time stochastic processes
• Quasi Stationary Distributions in Markov Chains with Absorbing Subchains
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