Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (Q2430996)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process |
scientific article |
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Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (English)
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8 April 2011
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Ornstein-Uhlenbeck process
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asymptotic bias
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asymptotic efficiency
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maximum likelihood
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conditional maximum likelihood
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empirical estimator
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bias derivative
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