Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold

DOI10.1080/07362994.2013.865539zbMath1285.93093OpenAlexW2184106860MaRDI QIDQ5413863

Salem Said, Jonathan H. Manton

Publication date: 2 May 2014

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.865539

zbMATH Keywords

asymptotic normalityFisher informationmaximum likelihoodelliptic diffusiondifferentiable manifold

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Geometric methods (93B27) Diffusion processes and stochastic analysis on manifolds (58J65)

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