Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift |
scientific article |
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Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (English)
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6 February 2015
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law of iterated logarithm
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maximum likelihood estimator
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non-stationary Ornstein-Uhlenbeck process
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