id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ma-60	Bishwal, Jaya P. N.	On the Stratonovich Estimator for the Itô Diffusion	2022-01-31	13	.pdf	application/pdf	3981	284	74	Anal. 10.28924/ada/ma.2.7 2 model was first studied by Dorogovcev (1976) who obtained weak consistency of the conditionalleast squares estimator (CLSE) under some regularity conditions as T →∞ and T n → 0. Kasonga(1988) obtained the strong consistency of the CLSE under some regularity conditions as n → ∞assuming that T = dn1/2 for some fixed real number d > 0.Note that the conditional least squares estimator (CLSE) of θ is defined as θn,T := arg min θ∈Θ Qn,T (θ) where Qn,T (θ) = n∑ i=1 [ Xti −Xti−1 − f (θ,Xti−1 )h ]2 ∆ti . Let ∼ l n,T (θ) := log ∼ Ln,T (θ) and v(θ,x) := f (θ,x) − f (θ0,x).	cache/ma-60.pdf	txt/ma-60.txt
