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• W4256638080 abstract "This paper is mainly concerned with the asymptotic theory of maximum likelihood estimation for continuous-time stochastic processes. The role of martingale limit theory in this theory is developed. Some analogues of classical statistical concepts and quantities are also suggested. Various examples that illustrate parts of the theory are worked through, producing new results in some cases. The role of diffusion approximations in estimation is also explored." @default.
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• W4256638080 date "1976-12-01" @default.
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• W4256638080 title "Maximum likelihood estimation for continuous-time stochastic processes" @default.
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• W4256638080 doi "https://doi.org/10.2307/1425931" @default.
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