scientific article; zbMATH DE number 6988808
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Publication:4559871
zbMath1403.62150MaRDI QIDQ4559871
Masayuki Uchida, Akihiro Nogita, Kengo Kamatani
Publication date: 4 December 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
diffusion processdiscrete time observationsconvergence of momentsBayes type estimatorasymptotic mixed normalitymaximum likelihood type estimator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)
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