The consistency of a nonlinear least squares estimator from diffusion processes
type: Item
instance of: scholarly article
title: The consistency of a nonlinear least squares estimator from diffusion processes
zbMATH Open document ID: 0662.62092
DOI: 10.1016/0304-4149(88)90088-9
author: R. A. Kasonga
published in: Stochastic Processes and their Applications
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 4082787
zbMATH Keywords: strong consistency
zbMATH Keywords: continuous data
zbMATH Keywords: stationary process
zbMATH Keywords: diffusion processes
zbMATH Keywords: Itô stochastic differential equation
zbMATH Keywords: standard Wiener process
zbMATH Keywords: discrete data
zbMATH Keywords: least squares estimator
MaRDI profile type: Publication
full work available at URL: 0304-4149(88)90088-9
OpenAlex ID: W2084190283
cites work: Q4073917
cites work: Q4404205
cites work: Parameter estimation in continuous-time stochastic processes
cites work: Q4176867
cites work: A Proof of the Consistency of Maximum Likelihood Estimators of Nonlinear Regression Models with Autocorrelated Errors
cites work: Q4139359
cites work: Q5585820
Wikidata QID: Q127364115
description: scientific article; zbMATH DE number 4082787