Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
| Year of publication: |
2008
|
|---|---|
| Authors: | Loukianova, D. ; Loukianov, O. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 11.2008, 2, p. 107-121
|
| Publisher: |
Springer |
| Subject: | Regularity of martingale families | Harris diffusion | Maximum likelihood estimator | Rate of convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616061