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 |
Saved in:
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