Some statistical inferences on O-U processes (Q3876871): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03610928008827899 / rank | |||
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| Property / cites work: Statistical Methods in Markov Chains / rank | |||
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| Property / cites work: Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction) / rank | |||
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| Property / cites work: Densities for Stochastic Processes / rank | |||
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Latest revision as of 05:17, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some statistical inferences on O-U processes |
scientific article |
Statements
Some statistical inferences on O-U processes (English)
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1980
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Ornstein-Uhlenbeck process
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asymptotic maximum likelihood estimator
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asymptotic likelihood ratio test
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