Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216): Difference between revisions
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Revision as of 16:51, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes |
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Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (English)
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31 March 2015
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Langevin stochastic differential equation
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time-inhomogeneous diffusion process
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periodicity
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Ornstein-Uhlenbeck process
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maximum likelihood estimator
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local asymptotic minimax bound
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