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Maximum likelihood estimation techniques for concurrent flaw subpopulations

✍ Scribed by D. Sonderman; K. Jakus; J. E. Ritter; S. Yuhaski; T. H. Service


Book ID
104807189
Publisher
Springer
Year
1985
Tongue
English
Weight
441 KB
Volume
20
Category
Article
ISSN
0022-2461

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Using a simple semigroup argument we show the almost sure convergence of the maximum likelihood estimator (MLE) for a drift parameter of di usions given by dX t =dB t -βˆ‡U (Γ‚; X t ) dt. The unknown parameter Γ‚ here belongs to an arbitrary compact metric space.