On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes (Q3452002)
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scientific article; zbMATH DE number 6511272
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| English | On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6511272 |
Statements
18 November 2015
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Ornstein-Uhlenbeck process
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maximal likelihood esitimation
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drift
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volatility
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0.8571272492408752
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0.8556714653968811
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0.8556714653968811
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0.8554215431213379
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0.8518497943878174
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