Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes
Friedrich Liese; Andreas Wienke
Kybernetika (1995)
- Volume: 31, Issue: 5, page 489-507
- ISSN: 0023-5954
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topLiese, Friedrich, and Wienke, Andreas. "Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes." Kybernetika 31.5 (1995): 489-507. <http://eudml.org/doc/27931>.
@article{Liese1995,
author = {Liese, Friedrich, Wienke, Andreas},
journal = {Kybernetika},
keywords = {maximum likelihood estimator; exponential bounds; inhomogeneous Wiener process; mean function; strong consistency},
language = {eng},
number = {5},
pages = {489-507},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes},
url = {http://eudml.org/doc/27931},
volume = {31},
year = {1995},
}
TY - JOUR
AU - Liese, Friedrich
AU - Wienke, Andreas
TI - Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes
JO - Kybernetika
PY - 1995
PB - Institute of Information Theory and Automation AS CR
VL - 31
IS - 5
SP - 489
EP - 507
LA - eng
KW - maximum likelihood estimator; exponential bounds; inhomogeneous Wiener process; mean function; strong consistency
UR - http://eudml.org/doc/27931
ER -
References
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- F. Liese, A. Wienke, Asymptotische Normalitat von Maximum-Likelihood- Schatzern in inhomogenen Wienerprozessen, Rostock. Math. Kolloq. 47 (1994), 31-48. (1994) MR1304868
- T. Pfaff, Quick consistency of quasi maximum likelihood estimators, Ann. Math. Statist. 10 (1982), 3, 900-1005. (1982) Zbl0499.62033MR0663450
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