Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385)
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scientific article; zbMATH DE number 6031000
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6031000 |
Statements
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (English)
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4 May 2012
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unbiasedness
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mean squared error
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efficiency
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0.9426450729370116
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0.884903609752655
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0.8665276765823364
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0.8664881587028503
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0.8562136888504028
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