On maximum likelihood estimation of parameters of Ornstein-Uhlenbeck processes

zbMATH Open1327.62101MaRDI QIDQ3452002FDOQ3452002

Authors: T. G. Buadze, Zaza Khechinashvili, Grigol Sokhadze

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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