The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
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Publication:549772
DOI10.1016/j.jmaa.2011.04.053zbMath1218.62083OpenAlexW2031388933MaRDI QIDQ549772
Publication date: 18 July 2011
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.04.053
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)
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Cites Work
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