Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.
Metrika (1996)
- Volume: 43, Issue: 1, page 69-90
- ISSN: 0026-1335; 1435-926X/e
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topGaschler, Birgit. "Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.." Metrika 43.1 (1996): 69-90. <http://eudml.org/doc/176634>.
@article{Gaschler1996,
author = {Gaschler, Birgit},
journal = {Metrika},
keywords = {weak consistency; asymptotic normality; maximum likelihood estimation; discrete observations; independent Gaussian Markov processes; Ornstein Uhlenbeck process; asymptotic simultaneous confidence regions},
number = {1},
pages = {69-90},
title = {Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.},
url = {http://eudml.org/doc/176634},
volume = {43},
year = {1996},
}
TY - JOUR
AU - Gaschler, Birgit
TI - Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.
JO - Metrika
PY - 1996
VL - 43
IS - 1
SP - 69
EP - 90
KW - weak consistency; asymptotic normality; maximum likelihood estimation; discrete observations; independent Gaussian Markov processes; Ornstein Uhlenbeck process; asymptotic simultaneous confidence regions
UR - http://eudml.org/doc/176634
ER -
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