Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear homogeneous stochastic differential equation. Bounds for the equivalence of BAYES and Maximum likelihood estimators of the parameter have been obtained in this paper
We discuss a general likelihood formula for the estimation of parameters in diffusion processes. The...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stoch...
Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear h...
The paper is concerned with the study of the rate of convergence of the distribution of a maximum li...
This paper is concerned with the study of the rate of convergence of the distribution of the maximum...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
We present an approximate Maximum Likelihood estimator for univariate Ito stochastic differential eq...
The transition density of a diffusion process does not admit an explicit expression in general, whic...
We investigate the asymptotic properties of the maximum likelihood estimator and Bayes estimator of ...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equat...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
We discuss a general likelihood formula for the estimation of parameters in diffusion processes. The...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stoch...
Let be the unknown parameter in the drift coefficient of a diffusion process described by a linear h...
The paper is concerned with the study of the rate of convergence of the distribution of a maximum li...
This paper is concerned with the study of the rate of convergence of the distribution of the maximum...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
This paper is concerned with the approximation of the maximum likelihood estimator of parameter in t...
We present an approximate Maximum Likelihood estimator for univariate Ito stochastic differential eq...
The transition density of a diffusion process does not admit an explicit expression in general, whic...
We investigate the asymptotic properties of the maximum likelihood estimator and Bayes estimator of ...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equat...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
International audienceWe study the maximum likelihood estimator of the drift parameters of a stochas...
We discuss a general likelihood formula for the estimation of parameters in diffusion processes. The...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stoch...
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