Sharp Error Estimate for Maximum Likelihood Estimator of Nonstationary Diffusion Processes

被引：0

作者：

Zhi Yan Xu

Wei An ZHENG

机构：

[1] East China Normal University,Department of Statistics

[2] University of California,Department of Mathematics

来源：

Acta Mathematica Sinica | 2005年 / 21卷

关键词：

Stochastic differential equation; Diffusion processes; Maximum likelihood estimator; 60J60; 62M05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We consider the maximum likelihood estimator of the unknown parameter in a class of nonstationary diffusion processes. We give further a precise estimate for the error of the estimator.

引用

页码：303 / 314

页数：11