Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938)
From MaRDI portal
scientific article; zbMATH DE number 1587764
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 1587764 |
Statements
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (English)
0 references
30 July 2001
0 references
Ornstein-Uhlenbeck process
0 references
semiparametric time-series
0 references