An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model
type: Item
instance of: scholarly article
title: An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model
author: Miljenko Huzak
author: Snježana Lubura Strunjak
author: Andreja Vlahek Štrok
published in: Glasnik Matematički. Serija III
publication date: 2024-08-21T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7900166
zbMATH Keywords: multidimensional diffusion processes
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: uniform ellipticity
zbMATH Keywords: asymptotic mixed normality
MaRDI profile type: Publication
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DOI: 10.3336/GM.59.1.10
description: scientific article; zbMATH DE number 7900166