A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409): Difference between revisions

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Latest revision as of 21:08, 11 July 2024

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A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes
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    A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (English)
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    29 April 2016
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    reflected Ornstein-Uhlenbeck processes
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    maximum likelihood estimation
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    Cramer-Rao lower bound
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