Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216): Difference between revisions

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Latest revision as of 22:49, 9 July 2024

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Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
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    Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (English)
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    31 March 2015
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    Langevin stochastic differential equation
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    time-inhomogeneous diffusion process
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    periodicity
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    Ornstein-Uhlenbeck process
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    maximum likelihood estimator
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    local asymptotic minimax bound
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