Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type |
scientific article |
Statements
Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (English)
0 references
15 February 2011
0 references
Ornstein-Uhlenbeck processes
0 references
likelihood inference
0 references
Fourier transform
0 references
0 references
0 references
0 references