scientific article; zbMATH DE number 4190953

zbMATH Open0722.62053MaRDI QIDQ3210024FDOQ3210024

Authors: M. A. Yakunin 

Publication date: 1988

Title of this publication is not available (Why is that?)

zbMATH Keywords

multidimensional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cited In (6)

• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
• Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case
• Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
• Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
• Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise
• Title not available (Why is that?)

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