A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes |
scientific article |
Statements
A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (English)
0 references
29 April 2016
0 references
reflected Ornstein-Uhlenbeck processes
0 references
maximum likelihood estimation
0 references
Cramer-Rao lower bound
0 references
0 references
0 references
0 references
0 references
0 references
