Some statistical inferences on O-U processes (Q3876871)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some statistical inferences on O-U processes |
scientific article |
Statements
Some statistical inferences on O-U processes (English)
0 references
1980
0 references
Ornstein-Uhlenbeck process
0 references
asymptotic maximum likelihood estimator
0 references
asymptotic likelihood ratio test
0 references
