Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift

DOI10.1007/s00362-014-0580-zzbMath1305.62114MaRDI QIDQ2254753

Xing Dong, Hui Jiang

Publication date: 6 February 2015

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0580-z

zbMATH Keywords

maximum likelihood estimator; law of iterated logarithm; non-stationary Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F15: Strong limit theorems

62N02: Estimation in survival analysis and censored data

62M02: Markov processes: hypothesis testing

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Cites Work

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