Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process (Q2065476)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process |
scientific article |
Statements
Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process (English)
0 references
7 January 2022
0 references
sequential maximum likelihood estimator
0 references
squared radial Ornstein-Uhlenbeck process
0 references
unbiasedness
0 references
mean squared error
0 references
efficiency
0 references
0 references
0 references
0 references
