Some statistical inferences on O-U processes
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Publication:3876871
DOI10.1080/03610928008827899zbMath0436.62069MaRDI QIDQ3876871
No author found.
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
Ornstein-Uhlenbeck process; asymptotic maximum likelihood estimator; asymptotic likelihood ratio test
60G15: Gaussian processes
60G10: Stationary stochastic processes
62M05: Markov processes: estimation; hidden Markov models
62M02: Markov processes: hypothesis testing
Cites Work