Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article |
Statements
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (English)
0 references
5 May 2014
0 references
Ornstein-Uhlenbeck processes
0 references
maximum likelihood estimation
0 references
drift estimator
0 references
