On asymptotic inference in stochastic differential equations with time‐varying covariates

DOI10.1002/cjs.11471zbMath1492.62056arXiv1605.03330OpenAlexW2908290552MaRDI QIDQ4960937

Trisha Maitra, Sourabh Bhattacharya

Publication date: 24 April 2020

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03330

zbMATH Keywords

asymptotic normalityrandom effectsmaximum likelihood estimatorGibbs samplingfunctional dataposterior consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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