Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938)
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scientific article; zbMATH DE number 1587764
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| English | Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 1587764 |
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Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (English)
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30 July 2001
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Ornstein-Uhlenbeck process
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semiparametric time-series
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0.8027716279029846
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0.7910468578338623
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0.7869431376457214
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0.7856045365333557
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