Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (Q1126154): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes |
scientific article |
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Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (English)
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23 February 1997
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Radon-Nikodym derivative
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normalized maximum likelihood estimators
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multidimensional Ornstein-Uhlenbeck processes
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complex AR(1) process
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