Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application (Q3077792)
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scientific article; zbMATH DE number 5855889
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| English | Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application |
scientific article; zbMATH DE number 5855889 |
Statements
Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (English)
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22 February 2011
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maximum likelihood estimation
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EM-algorithm, identifiability
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asymptotic normality
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0.8158281445503235
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0.8133654594421387
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0.8121612071990967
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0.8035107851028442
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0.7987633943557739
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