On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes |
scientific article |
Statements
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (English)
0 references
17 April 2014
0 references
maximum likelihood estimation
0 references
continuous-time Durbin-Watson statistics
0 references
almost sure convergence
0 references
asymptotic normality
0 references
0 references
0 references