Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes |
scientific article |
Statements
Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (English)
0 references
18 August 2016
0 references
reflected Ornstein-Uhlenbeck processes
0 references
maximum likelihood estimation
0 references
nonstationary
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
