caa a22 4500 605521670 CHVBK 20210128100741.0 cr unu---uuuuu 210128e20150201xx s 000 0 eng 10.1007/s10958-015-2231-x doi (NATIONALLICENCE)springer-10.1007/s10958-015-2231-x Estimating Parameters of Diffusion Process with Unreachable Boundary [Elektronische Daten] [I. Kozhevnikova, R. Suleymanova] In the present paper we consider methods of estimating unknown parameters in diffusion-type models for continuous and discrete observations. It is assumed that the estimated parameters enter the model linearly. For continuously observed processes the maximum likelihood method is used. For diffusion processes, which are observed discretely and are described by stochastic differential equations, martingale methods of parameter estimations are developed based on the likelihood function approximation. Consistent and asymptotically normal parameter estimates are obtained. Springer Science+Business Media New York, 2015 Kozhevnikova I. Lomonosov Moscow State University, Moscow, Russia aut Suleymanova R. Institute of Mathematics and Mechanics of the National Academy of Azerbaidjan, Baku, Azerbaidjan aut Journal of Mathematical Sciences Springer US; http://www.springer-ny.com 205/1(2015-02-01), 74-84 1072-3374 205:1<74 2015 205 10958 https://doi.org/10.1007/s10958-015-2231-x 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/s10958-015-2231-x text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kozhevnikova I. Lomonosov Moscow State University, Moscow, Russia aut NATIONALLICENCE 700 1- Suleymanova R. Institute of Mathematics and Mechanics of the National Academy of Azerbaidjan, Baku, Azerbaidjan aut NATIONALLICENCE 773 0- Journal of Mathematical Sciences Springer US; http://www.springer-ny.com 205/1(2015-02-01), 74-84 1072-3374 205:1<74 2015 205 10958