On asymptotic inference in stochastic differential equations with time‐varying covariates
type: Item
instance of: scholarly article
title: On asymptotic inference in stochastic differential equations with time‐varying covariates
zbMATH Open document ID: 1492.62056
author: Trisha Maitra
author: Sourabh Bhattacharya
publication date: 2020-04-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1605.03330
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 7193351
zbMATH Keywords: asymptotic normality
zbMATH Keywords: functional data
zbMATH Keywords: Gibbs sampling
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: posterior consistency
zbMATH Keywords: random effects
MaRDI profile type: Publication
OpenAlex ID: W2908290552
arXiv ID: 1605.03330
DOI: 10.1002/CJS.11471
published in: The Canadian Journal of Statistics
description: scientific article; zbMATH DE number 7193351