Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403): Difference between revisions

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Latest revision as of 01:22, 9 December 2024

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Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
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    Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (English)
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    23 May 2012
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    ULAMN property
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    joint estimation
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    asymptotic optimality
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