Borkara, Vivek ; Bagchia, Arunabha (1982) Parameter estimation in continuous-time stochastic processes Stochastics, 8 (3). pp. 193-212. ISSN 1744-2508
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Official URL: http://www.tandfonline.com/doi/abs/10.1080/1744250...
Related URL: http://dx.doi.org/10.1080/17442508208833238
Abstract
Parameter estimation in a class of Ito Processes with a parametrized "drift" term is considered. An almost sure characterization of a sample path-wise limit sets of maximum likelihood estimates is given. Related problems of estimation under approximate parametrizations and estimation of a random parameter with unknown distribution are also considered.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| ID Code: | 81413 |
| Deposited On: | 06 Feb 2012 04:26 |
| Last Modified: | 06 Feb 2012 04:26 |
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