Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (Q2430996)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process |
scientific article |
Statements
Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process (English)
0 references
8 April 2011
0 references
Ornstein-Uhlenbeck process
0 references
asymptotic bias
0 references
asymptotic efficiency
0 references
maximum likelihood
0 references
conditional maximum likelihood
0 references
empirical estimator
0 references
bias derivative
0 references