Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process (Q2065476)
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scientific article; zbMATH DE number 7453910
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| English | Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7453910 |
Statements
Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process (English)
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7 January 2022
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sequential maximum likelihood estimator
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squared radial Ornstein-Uhlenbeck process
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unbiasedness
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mean squared error
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efficiency
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0.9550438
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0.94813216
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0.9313056
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0.9166754
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0.9161694
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0.91229486
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0.9112545
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0.9060692
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