Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes |
scientific article |
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Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (English)
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1 July 2022
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drift parameter estimation
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non-ergodic Gaussian Ornstein-Uhlenbeck process
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discrete observations
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