An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model

DOI10.3336/gm.59.1.10MaRDI QIDQ6591285

Snježana Lubura Strunjak, Miljenko Huzak, Andreja Vlahek Štrok

Publication date: 21 August 2024

Published in: Glasnik Matematički. Serija III (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationuniform ellipticityasymptotic mixed normalitymultidimensional diffusion processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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