Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article |
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Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (English)
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5 May 2014
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Ornstein-Uhlenbeck processes
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maximum likelihood estimation
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drift estimator
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