Asymptotic Theory for Process Least Squares Estimators for Diffusion Processes.

Abstract

Strong consistency and asymptotic normality of an estimator related to least squares estimator for parameters involved in nonlinear stochastic differential equations are investigated by studying families of stochastic integrals using Fourier analytic methods. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1979
Accession Number
ADA073577

Entities

People

  • B. L. S. Prakasa Rao
  • Herman Rubin

Organizations

  • Purdue University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Consistency
  • Data Science
  • Differential Equations
  • Diffusion
  • Equations
  • Estimators
  • Gaussian Processes
  • Information Science
  • Integrals
  • Mathematics
  • Normality
  • Probability
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.