You are here: Home :: Keyword index :: the bis Vie :: uncertainty interval - unit cell method uniform asymptotical normality

Items for "uniform asymptotical normality"

Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise

We give sufficient conditions under which dynamical system with small fractional Brownian noise generates a set of regular statistical experiments in a sense of Ibragimov and Has'minskii's definition...

Keywords: maximum likelihood estimation, fractional Brownian noise, dynamical system with small noise, Regularity, strong consistency, uniform asymptotical normality

12/2006 | Random Operators and Stochastic Equations, Walter de Gruyter

Publisher and Institutes

You are here: Home :: Keyword index :: the bis Vie :: uncertainty interval - unit cell method uniform asymptotical normality

Items for "uniform asymptotical normality"

Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise