ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1108.5314
77
7

On frequency estimation of periodic ergodic diffusion process

26 August 2011
R. Höpfner
Yury A. Kutoyants
ArXiv (abs)PDFHTML
Abstract

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter trend coefficient and the second - to discontinuous trend coefficient. It is shown that in the first case the maximum likelihood and bayesian estimators are asymptotically normal with rate T3/2T^{3/2}T3/2 and in the second case these estimators have different limit distributions with the rate T2T^2T2.

View on arXiv
Comments on this paper