Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.
Metrika, Tome 43 (1996) no. 3, pp. 69-90
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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
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/
@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/}
}
TY - JOUR AU - Birgit Gaschler TI - Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations. JO - Metrika PY - 1996 SP - 69 EP - 90 VL - 43 IS - 3 UR - http://geodesic.mathdoc.fr/item/MET_1996__43_3_176634/ ID - MET_1996__43_3_176634 ER -