Abstract
We consider the problem of parameter estimation by the observation of ergodic diffusion process. We suppose that the unknown parameter is two-dimensional and the trend coefficient of the process is discontinuous “sign-type”. We describe the asymptotic properties of the maximum likelihood estimator, Bayesian estimator and the estimator of the method of moment in this case.
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.
