Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation (Q5043789)
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scientific article; zbMATH DE number 7597069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation |
scientific article; zbMATH DE number 7597069 |
Statements
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation (English)
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6 October 2022
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algebraic Riccati equations
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consistency
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Langevin equation
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multivariate Ornstein-Uhlenbeck process
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nonparametric estimation
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stationary processes
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