Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6398714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift |
scientific article; zbMATH DE number 6398714 |
Statements
Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (English)
0 references
6 February 2015
0 references
law of iterated logarithm
0 references
maximum likelihood estimator
0 references
non-stationary Ornstein-Uhlenbeck process
0 references
0.8608382344245911
0 references
0.8458604216575623
0 references
0.8444324135780334
0 references
0.8420832753181458
0 references
