Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck (Q4379156)

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scientific article; zbMATH DE number 1121527
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Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck
scientific article; zbMATH DE number 1121527

    Statements

    Asymptotique de l'estimateur de distance minimale du paramètre du processus d'Ornstein-Uhlenbeck (English)
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    1 March 1999
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    \(L_p\)-norm
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    minimum distance estimate
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    Ornstein-Uhlenbeck process
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    supremum norm
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