Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation

DOI10.1007/s11203-007-9010-3zbMath1204.60032OpenAlexW1969862983MaRDI QIDQ623478

Sumit K. Garg

Publication date: 5 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-007-9010-3

zbMATH Keywords

rate of convergencemaximum likelihood estimatorHarris diffusionregularity of martingale families

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items (3)

Convergence rates of posterior distributions for Brownian semimartingale models ⋮ Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space ⋮ Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions

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