The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772)

From MaRDI portal
Revision as of 21:13, 9 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
scientific article

    Statements

    The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (English)
    0 references
    0 references
    18 July 2011
    0 references
    law of the iterated logarithm
    0 references
    maximum likelihood estimator
    0 references
    0 references
    0 references

    Identifiers