Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716): Difference between revisions

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Latest revision as of 11:15, 8 July 2024

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Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
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    Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (English)
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    5 May 2014
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    Ornstein-Uhlenbeck processes
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    maximum likelihood estimation
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    drift estimator
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