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- W4301864737 abstract "We propose a new method of the construction of the asymptotically efficient estimator-processes asymptotically equivalent to the MLE and the same time much more easy to calculate. We suppose that the observed process is ergodic diffusion and that there is a learning time interval of the length negligeable with respect to the whole time of observations. The preliminary estimator obtained after the learning time is then used in the construction of one-step and two-step MLE processes. We discuss the possibility of the applications of the proposed estimation procedure to several other observations models." @default.
- W4301864737 created "2022-10-05" @default.
- W4301864737 creator A5057412962 @default.
- W4301864737 date "2015-04-08" @default.
- W4301864737 modified "2023-09-24" @default.
- W4301864737 title "On Multi-Step MLE-Process for Ergodic Diffusion" @default.
- W4301864737 doi "https://doi.org/10.48550/arxiv.1504.01869" @default.
- W4301864737 hasPublicationYear "2015" @default.
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