Estimating discontinuous periodic signals in a time inhomogeneous diffusion
| Year of publication: |
2010
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|---|---|
| Authors: | Höpfner, Reinhard ; Kutoyants, Yury |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 3, p. 193-230
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| Publisher: |
Springer |
| Subject: | Diffusions | Inhomogeneity in time | Discontinuous signal | Periodicity | Limit theorems | Likelihood ratio processes | Convergence of experiments | Contiguity | Maximum likelihood estimators | Bayes estimators | Local asymptotic minimax bound |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775919