scientific article; zbMATH DE number 2118867
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Publication:4828267
zbMath1051.62067MaRDI QIDQ4828267
Publication date: 24 November 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalitydiffusion modelmaximum likelihood estimateasymptotic effectivenessfractional Brownian model
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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