On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700): Difference between revisions

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Latest revision as of 10:56, 8 July 2024

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On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
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    On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (English)
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    17 April 2014
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    maximum likelihood estimation
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    continuous-time Durbin-Watson statistics
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    almost sure convergence
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    asymptotic normality
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