Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift

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Publication:2804549

DOI10.1080/17442508.2015.1066378zbMath1335.62151OpenAlexW2337129334MaRDI QIDQ2804549

Chen Xie, Hui Jiang

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2015.1066378




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