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Modern Stochastics: Theory and Applications


 
Keywords: Asymptotic normality   
 

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Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model
   
Kostiantyn Ralchenko  
https://doi.org/10.15559/15-VMSTA21
Pub. online: 13 Apr 2015      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 2, Issue 1 (2015), pp. 17–28
   Abstract
Asymptotics for functionals of powers of a periodogram
   
Lyudmyla Sakhno  
https://doi.org/10.15559/15-VMSTA15
Pub. online: 4 Feb 2015      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 1, Issue 2 (2014), pp. 181–194
   Abstract


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