caa a22 4500 605519986 CHVBK 20210128100733.0 cr unu---uuuuu 210128e20150601xx s 000 0 eng 10.1007/s11009-013-9362-7 doi (NATIONALLICENCE)springer-10.1007/s11009-013-9362-7 Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process [Elektronische Daten] [Nenghui Kuang, Huantian Xie] This paper investigates the properties of a sequential maximum likelihood estimator (SMLE) of the unknown parameter for the hyperbolic diffusion process. We derive the explicit formulas for the sequential estimator and its mean squared error (MSE). The estimator is proved to be closed, unbiased, normally distributed and strongly consistent. Finally a simulation study is presented to illustrate the efficiency of the estimator. Springer Science+Business Media New York, 2013 Sequential maximum likelihood estimator nationallicence Hyperbolic diffusion process nationallicence Unbiasedness nationallicence Mean squared error nationallicence Efficiency nationallicence Kuang Nenghui School of Mathematics and Computing Science, Hunan University of Science and Technology, 411201, Xiangtan, Hunan, People's Republic of China aut Xie Huantian School of Mathematics and Statistics, Wuhan University, 430072, Wuhan, People's Republic of China aut Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/2(2015-06-01), 373-381 1387-5841 17:2<373 2015 17 11009 https://doi.org/10.1007/s11009-013-9362-7 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s11009-013-9362-7 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kuang Nenghui School of Mathematics and Computing Science, Hunan University of Science and Technology, 411201, Xiangtan, Hunan, People's Republic of China aut NATIONALLICENCE 700 1- Xie Huantian School of Mathematics and Statistics, Wuhan University, 430072, Wuhan, People's Republic of China aut NATIONALLICENCE 773 0- Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/2(2015-06-01), 373-381 1387-5841 17:2<373 2015 17 11009