A note on consistent estimation of multivariate parameters in ergodic diffusion models

Scandinavian Journal of Statistics

Volumn 28, Issue 4, 2001, Pages 617-623

  Van Zanten, J H ^a  

^a CWI   (Netherlands)

Author keywords

Consistency; Continuous likelihood; Empirical process methods; Ergodic diffusions; Maximum likelihood estimation; Multivariate parameter

Indexed keywords

EID: 0035541829     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00258     Document Type: Article

References (18)

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