Accession Number:

ADA073577

Title:

Asymptotic Theory for Process Least Squares Estimators for Diffusion Processes.

Descriptive Note:

Mimeograph series,

Corporate Author:

PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s):

Report Date:

1979-07-01

Pagination or Media Count:

29.0

Abstract:

Strong consistency and asymptotic normality of an estimator related to least squares estimator for parameters involved in nonlinear stochastic differential equations are investigated by studying families of stochastic integrals using Fourier analytic methods. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE