Maximum likelihood estimation for the skew Ornstein-Uhlenbeck processes (Q5367632)
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scientific article; zbMATH DE number 6795039
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| English | Maximum likelihood estimation for the skew Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6795039 |
Statements
20 October 2017
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maximum likelihood estimation
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skew Ornstein-Uhlenbeck processes
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strong consistency
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asymptotic normality
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0.9031582474708556
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0.8518497943878174
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0.8328390717506409
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0.831822395324707
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0.8201590180397034
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