Advanced search

Browse by subject

Browse by provider

Browse by language

Content Details
Normal View
CIP View

On frequency estimation of periodic ergo...

Höpfner, Reinhard...

Free

Share this content

On frequency estimation of periodic ergodic diffusion process by Höpfner, Reinhard ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	11-08-2023
Summary	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 $T^{3/2}$ and in the second case these estimators have different limit distributions with the rate $T^2$.
ISBN	-
Item Type	Article
File Type	pdf
File Size	30.00 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1108.5314

Citation

Review the full bibliography data and make any necessary corrections before using. Always consult your library resources for the exact formatting and punctuation guidelines.

AMA 11th EditionReferences

Höpfner, Reinhard. On frequency estimation of periodic ergodic diffusion process. Australian National University. August 11, 2023. Accessed October 03, 2025. https://online.provdatabase.com/cite/15707

APA 7th EditionReferences

Höpfner, Reinhard. (2023). On frequency estimation of periodic ergodic diffusion process. Australian National University. https://online.provdatabase.com/cite/15707

Chicago 17th EditionReferences

Höpfner, Reinhard. On frequency estimation of periodic ergodic diffusion process. Australian National University. 2023. https://online.provdatabase.com/cite/15707

HarvardReferences

Höpfner, Reinhard. (2023). On frequency estimation of periodic ergodic diffusion process. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/15707. (Accessed 03 October 2025).

Harvard AustraliaReferences

Höpfner, Reinhard, 2023, On frequency estimation of periodic ergodic diffusion process, Australian National University, viewed 03 October 2025, <https://online.provdatabase.com/cite/15707>

MLA 9th EditionWorks Cited

Höpfner, Reinhard. On frequency estimation of periodic ergodic diffusion process. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/15707.

Share this eBook