Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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ULAMN property | |||
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joint estimation | |||
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asymptotic optimality | |||
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Revision as of 20:46, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
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| English | Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes |
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Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (English)
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23 May 2012
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ULAMN property
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joint estimation
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asymptotic optimality
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