On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes
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Publication:3452002
zbMATH Open1327.62101MaRDI QIDQ3452002FDOQ3452002
Grigol Sokhadze, Zaza Khechinashvili, T. G. Buadze
Publication date: 18 November 2015
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Point estimation (62F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
- Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
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- New statistical investigations of the Ornstein-Uhlenbeck process.
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- Estimation of the mean of Ornstein-Uhlenbeck processes and sheets
- New statistical investigations of Ornstein-Uhlenbeck process. I: Theoretical backround
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process
- Estimation of the discord time for a process of the Ornstein-Uhlenbeck type
- Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process
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