Random sampling in estimation problems for continuous Gaussian processes with independent increments
type: Item
instance of: scholarly article
title: Random sampling in estimation problems for continuous Gaussian processes with independent increments
zbMATH Open document ID: 0806.62065
DOI: 10.1016/0304-4149(93)90024-X
published in: Stochastic Processes and their Applications
publication date: 1993-05-16T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 167134
zbMATH Keywords: continuous Gaussian process
zbMATH Keywords: drift
zbMATH Keywords: asymptotic normality
zbMATH Keywords: diffusion coefficient
zbMATH Keywords: independent increments
zbMATH Keywords: random sampling procedures
zbMATH Keywords: normalized Fisher information
zbMATH Keywords: minimal asymptotic estimation variance
author: Jean Jacod
MaRDI profile type: Publication
cites work: Q3319574
cites work: Estimation of the coefficients of a diffusion from discrete observations
cites work: On estimating the diffusion coefficient
cites work: Q4766399
cites work: Q3920437
cites work: Q3774629
cites work: Asymptotic methods in statistical decision theory
cites work: Continuous Planning of Regression Experiments
cites work: Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
full work available at URL: 0304-4149(93)90024-x
OpenAlex ID: W2093894472
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description: scientific article; zbMATH DE number 167134