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scientific article; zbMATH DE number 946315
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scientific article; zbMATH DE number 946315 |
Statements
17 November 1996
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Gauss-Markov processes
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maximum likelihood estimators
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weak consistency
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asymptotic normality
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simultaneous asymptotic confidence estimation
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Ornstein-Uhlenbeck processes
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Bartlett correction
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simulations
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small sample performance
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0.9331902
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0.91854775
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0.9183726
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