Remark on semigroup techniques and the maximum likelihood estimation

被引：0
|
作者：
Daria, L [1 ]
机构：
[1] Univ Evry Val Essonne, Dept Math, F-91025 Evry, France
来源：
STATISTICS & PROBABILITY LETTERS | 2003年 / 62卷 / 02期
关键词：
diffusion; semigroups; maximum likelihood estimator;
D O I：
10.1016/S0167-7152(02)00431-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Using a simple semigroup argument we show the almost sure convergence of the maximum likelihood estimator (MLE) for a drift parameter of diffusions given by dX(t) = dB(t) - delU(theta,X-t) dt. The unknown parameter theta here belongs to an arbitrary compact metric space. (C) 2003 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：111 / 115
页数：5
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