Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (Q1126154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 955068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 955068 |
Statements
Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes (English)
0 references
23 February 1997
0 references
Radon-Nikodym derivative
0 references
normalized maximum likelihood estimators
0 references
multidimensional Ornstein-Uhlenbeck processes
0 references
complex AR(1) process
0 references
