Asymptotic behavior of maximum likelihood estimators in a branching diffusion model
Year of publication: |
2009
|
---|---|
Authors: | Hernandez, Janko ; Olivares, Pablo ; Escobar, Marcos |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 2, p. 115-137
|
Publisher: |
Springer |
Subject: | Branching diffusion | Fisher information | Maximum likelihood estimators | Semimartingales | Ito’s formula |
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