Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type |
scientific article; zbMATH DE number 5851801
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type |
scientific article; zbMATH DE number 5851801 |
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
0.8567169308662415
0 references
0.8554215431213379
0 references
0.834976315498352
0 references
0.8328390717506409
0 references
0.8304119110107422
0 references
