Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process

DOI10.22436/JNSA.011.06.05zbMath1438.60106OpenAlexW2802641248WikidataQ129912778 ScholiaQ129912778MaRDI QIDQ5225416

Chenglian Zhu

Publication date: 22 July 2019

Published in: Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.011.06.05

zbMATH Keywords

nonlinear diffusion processmean square sensesequential maximum likelihood estimation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60)

Cites Work

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• Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
• Statistical inference for ergodic diffusion processes.
• Parameter estimation in stochastic differential equations.
• Sequential maximum likelihood estimation for the hyperbolic diffusion process
• On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes
• Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time

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