Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716)
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 6291826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6291826 |
Statements
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (English)
0 references
5 May 2014
0 references
Ornstein-Uhlenbeck processes
0 references
maximum likelihood estimation
0 references
drift estimator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8832080364227295
0 references
0.8486201167106628
0 references
0.838808000087738
0 references
0.8340846300125122
0 references
