Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2010.07.001 / rank
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Property / author: Li Jun Bo / rank
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Property / author: Yong Jin Wang / rank
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Property / author
 
Property / author: Li Jun Bo / rank
 
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Property / author: Yong Jin Wang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2010.07.001 / rank
 
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Property / OpenAlex ID: W1990370572 / rank
 
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Latest revision as of 01:32, 10 December 2024

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Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
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    Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (English)
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    22 October 2010
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    reflected Ornstein-Uhlenbeck processes
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    maximum likelihood estimation
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