On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447)
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scientific article; zbMATH DE number 6706869
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| English | On maximum likelihood estimation of the drift matrix of a degenerated O-U process |
scientific article; zbMATH DE number 6706869 |
Statements
On maximum likelihood estimation of the drift matrix of a degenerated O-U process (English)
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21 April 2017
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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local asymptotic normality property
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singular diffusion matrix
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0.8125510811805725
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0.8043458461761475
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0.8008058667182922
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0.7868185043334961
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