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Consistency, asymptotic normality and asymptotic efficiency of the maximum-likelihood-estimator in linear stochastic differential equations 

Author: Brbel Bellach ^a

Affiliation:

a Sektion Mathematik, Humboldt-Universitt Berlin, Berlin

DOI: 10.1080/02331888008801538

Publication Frequency: 6 issues per year

Published in: Statistics, Volume 11, Issue 2 1980 , pages 227 - 266

Subjects: Mathematical Statistics; Statistical Theory & Methods; Statistics; Statistics for the Biological Sciences; Stochastic Models & Processes;

Formats available: PDF (English)

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