Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model

DOI10.3336/GM.52.2.13zbMath1498.62162OpenAlexW2769946577MaRDI QIDQ4596578

Miljenko Huzak, Snježana Lubura Strunjak

Publication date: 1 December 2017

Published in: Glasnik Matematicki (Search for Journal in Brave)

Full work available at URL: http://hrcak.srce.hr/file/278931

zbMATH Keywords

parameter estimationdiffusion processesdiscrete observationasymptotic mixed normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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