Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678)
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English | Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process |
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Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (English)
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26 September 2017
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linear regression model
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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asymptotic property
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likelihood ratio test
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