Prakasa Rao, B. L. S. ; Rubin, Herman (1981) Asymptotic theory of estimation in nonlinear stochastic differential equations Sankhya - Series A, 43 (2). pp. 170-189. ISSN 0581-572X
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Official URL: http://www.jstor.org/pss/25050268
Abstract
Strong consistency and asymptotic normality of an estimator for parameters in nonlinear stochastic differential equations are investigated by studying families of stochas- tic integrals using Fourier analytic methods.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| ID Code: | 73740 |
| Deposited On: | 07 Dec 2011 05:34 |
| Last Modified: | 07 Dec 2011 05:34 |
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