Asymptotic likelihood theory for diffusion processes. (English) Zbl 0314.62036
MSC:
62M05 | Markov processes: estimation; hidden Markov models |
62E20 | Asymptotic distribution theory in statistics |
60J60 | Diffusion processes |
62M05 | Markov processes: estimation; hidden Markov models |
62E20 | Asymptotic distribution theory in statistics |
60J60 | Diffusion processes |