Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241)
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scientific article; zbMATH DE number 915142
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| English | Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 915142 |
Statements
Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (English)
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11 August 1996
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Ornstein-Uhlenbeck processes
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maximum-likelihood estimator
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0.8697828650474548
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0.8466915488243103
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0.8461723923683167
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0.8456973433494568
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0.8306337594985962
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