Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549281 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
In this article, as an alternative route to proving consistency and asymptotic normality in the SDE set-up involving random effects, we verify the regularity conditions required by existing relevant theorems. In particular, this approach allowed us to prove strong consistency under weaker assumption. But much more importantly, we further consider the independent, but non-identical set-up associated with the random effects based SDE framework, and prove asymptotic results associated with the MLE's.
Keywords
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Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Trisha Maitra, Sourabh Bhattacharya,