Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model        
        
    
        Volume 2, Issue 1 (2015), pp. 17–28
            
    
                    Pub. online: 13 April 2015
                    
        Type: Research Article
            
                
             Open Access
Open Access
        
            
    
                Received
17 March 2015
                                    17 March 2015
                Revised
4 April 2015
                                    4 April 2015
                Accepted
5 April 2015
                                    5 April 2015
                Published
13 April 2015
                    13 April 2015
Abstract
We prove the asymptotic normality of the discretized maximum likelihood estimator for the drift parameter in the homogeneous ergodic diffusion model.
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