Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift
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Publication:2254753
DOI10.1007/s00362-014-0580-zzbMath1305.62114OpenAlexW2036559701MaRDI QIDQ2254753
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
Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15) Estimation in survival analysis and censored data (62N02) Markov processes: hypothesis testing (62M02)
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Cites Work
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