Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447)
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scientific article; zbMATH DE number 7553386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7553386 |
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Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (English)
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5 July 2022
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multiscale diffusions
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Ornstein-Uhlenbeck process
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parameter estimation
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maximum likelihood
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subsampling
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