Some statistical inferences on O-U processes

DOI10.1080/03610928008827899MaRDI QIDQ3876871zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928008827899

zbMATH Keywords

Ornstein-Uhlenbeck processasymptotic maximum likelihood estimatorasymptotic likelihood ratio test

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Gaussian processes (60G15) Markov processes: hypothesis testing (62M02) Stationary stochastic processes (60G10)

Cites work

• Densities for Stochastic Processes
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Statistical Methods in Markov Chains

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