Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable |
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Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (English)
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24 May 2013
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Ornstein-Uhlenbeck processes
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stable process
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drift coefficient matrix
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estimation
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consistency
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asymptotic efficiency
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