The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772)
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scientific article; zbMATH DE number 5925563
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| English | The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5925563 |
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The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (English)
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18 July 2011
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law of the iterated logarithm
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maximum likelihood estimator
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0.865473747253418
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0.8608382344245911
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0.8472819328308105
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0.842924177646637
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