<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">BISHWAL, JAYA P.N.</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATION IN NONLINEAR NONMARKOV DIFFUSION TYPE PROCESSES</style></title><secondary-title><style face="normal" font="default" size="100%">Dynamic Systems and Applications</style></secondary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">37H10</style></keyword><keyword><style  face="normal" font="default" size="100%">60G40</style></keyword><keyword><style  face="normal" font="default" size="100%">60H10</style></keyword><keyword><style  face="normal" font="default" size="100%">62F12</style></keyword><keyword><style  face="normal" font="default" size="100%">62L12</style></keyword><keyword><style  face="normal" font="default" size="100%">62M09</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2018</style></year><pub-dates><date><style  face="normal" font="default" size="100%">01/2018</style></date></pub-dates></dates><urls><web-urls><url><style face="normal" font="default" size="100%">https://acadsol.eu/dsa/articles/27/1/5.pdf</style></url></web-urls></urls><volume><style face="normal" font="default" size="100%">27</style></volume><pages><style face="normal" font="default" size="100%">18</style></pages><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p class=&quot;rtejustify&quot;&gt;We obtain the strong consistency, uniform asymptotic normality and&amp;nbsp;local asymptotic minimaxity (in the Hajek-LeCam sense) of the two stage sequential&amp;nbsp;maximum likelihood estimator of a parameter appearing nonlinearly in the drift&amp;nbsp;coefficient of a stochastic differential equation when the corresponding non-Markov&amp;nbsp;diffusion type process is observed until the observed Fisher information of the process&amp;nbsp;exceeds a predetermined level of precision and the level becomes large. Main results&amp;nbsp;are illustrated by the exponential memory non-Markovian Ornstein-Uhlenbeck&lt;br /&gt;
process.&amp;nbsp;&lt;/p&gt;
</style></abstract><issue><style face="normal" font="default" size="100%">1</style></issue><section><style face="normal" font="default" size="100%">107</style></section></record></records></xml>