The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process

DOI10.1016/J.JMAA.2011.04.053zbMath1218.62083OpenAlexW2031388933MaRDI QIDQ549772

Hui Jiang

Publication date: 18 July 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.04.053

zbMATH Keywords

law of the iterated logarithmmaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)

Related Items (1)

How to test that a given process is an Ornstein-Uhlenbeck process

Cites Work

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