Sharp Error Estimate for Maximum Likelihood Estimator

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Abstract We consider the maximum likelihood estimator of the unknown parameter in a class of
nonstationary diffusion processes. We give further a precise estimate for the error of the estimator.
Keywords Stochastic differential equation, Diffusion processes, Maximum likelihood estimator

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2007-2-11 10:52:00 上传

Sharp Error Estimate for Maximum Likelihood Estimator

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关键词：Likelihood estimator estimate Maximum Sharp Error Likelihood Maximum Sharp estimator