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Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.
Metrika, Tome 43 (1996) no. 3, pp. 69-90 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : weak consistency, asymptotic normality, maximum likelihood estimation, discrete observations, independent Gaussian Markov processes, Ornstein Uhlenbeck process, asymptotic simultaneous confidence regions 
@article{MET_1996__43_3_176634,
     author = {Birgit Gaschler},
     title = {Consistency and {Asymptotic} {Normality} of {Maximum} {Likelihood} {Estimation} for  {Gaussian} {Markov} {Processes} from {Discrete} {Obersvations.}},
     journal = {Metrika},
     pages = {69--90},
     year = {1996},
     volume = {43},
     number = {3},
     zbl = {0855.62068},
     url = {http://geodesic.mathdoc.fr/item/MET_1996__43_3_176634/}
}
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Birgit Gaschler. Consistency and Asymptotic Normality of Maximum Likelihood Estimation for  Gaussian Markov Processes from Discrete Obersvations.. Metrika, Tome 43 (1996) no. 3, pp. 69-90. http://geodesic.mathdoc.fr/item/MET_1996__43_3_176634/