New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277)

From MaRDI portal
scientific article
Language Label Description Also known as
English
New statistical investigations of the Ornstein-Uhlenbeck process.
scientific article

    Statements

    New statistical investigations of the Ornstein-Uhlenbeck process. (English)
    0 references
    0 references
    14 December 2003
    0 references
    Ornstein-Uhlenbeck process
    0 references
    Maximum likelihood estimator
    0 references
    Robust estimator
    0 references
    Confidence interval
    0 references
    Tables
    0 references

    Identifiers