On the estimation of parameters for linear stochastic differential equations

Keyphrases

• Parameter Estimation 100%
• Asymptotic Efficiency 100%
• Linear Stochastic Differential Equations 100%
• Loss Function 50%
• Mechanical Systems 50%
• Number of Parameters 50%
• Family of Distributions 50%
• Maximum Likelihood Estimator 50%
• Single Degree of Freedom 50%
• Stochastic Differential Equations 50%
• Majorant 50%
• Drift Matrix 50%
• Local Asymptotic Normality 50%
• All Elements 50%
• Bounded Loss Function 50%

Mathematics

• Stochastic Differential Equation 100%
• Loss Function 66%
• Asymptotic Efficiency 66%
• Polynomial 33%
• Matrix 33%
• Asymptotic Normality 33%
• Maximum Likelihood Estimator 33%
• Wide Class 33%
• Arbitrary Number 33%
• Degree of Freedom 33%