Abstract
Let θ be the unknown parameter in the drift coefficient of a certain class of nonstationary diffusion processes. We study maximum contrast estimators of θ from discrete observations, i.e., the sample path is observed at times kΔ n , k = 0, 1, …, n . We propose some conditions on Δ n under which the estimators are consistent and asymptotically normal. The results are applied to the Ornstein-Uhlenbeck and Mishra-Prakasa Rao processes.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
