Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process |
scientific article |
Statements
Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (English)
0 references
26 September 2017
0 references
linear regression model
0 references
maximum likelihood estimator
0 references
Ornstein-Uhlenbeck process
0 references
asymptotic property
0 references
likelihood ratio test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
