Drift estimation for a periodic mean reversion process (Q2431002)
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scientific article; zbMATH DE number 5876863
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| English | Drift estimation for a periodic mean reversion process |
scientific article; zbMATH DE number 5876863 |
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Drift estimation for a periodic mean reversion process (English)
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8 April 2011
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time-inhomogeneous diffusion process
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Ornstein-Uhlenbeck process
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maximum likelihood estimation
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asymptotic normality
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0.8682903051376343
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0.8528468012809753
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0.852821409702301
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0.8503557443618774
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