A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations

DOI10.1007/s11203-024-09307-4MaRDI QIDQ6493986

Unnamed Author, Christophette Blanchet-Scalliet, Diana Dorobantu

Publication date: 29 April 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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