On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700)
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scientific article; zbMATH DE number 6286774
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| English | On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6286774 |
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On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (English)
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17 April 2014
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maximum likelihood estimation
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continuous-time Durbin-Watson statistics
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almost sure convergence
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asymptotic normality
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