Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241)
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English | Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes |
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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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