New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277)
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scientific article; zbMATH DE number 2017097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New statistical investigations of the Ornstein-Uhlenbeck process. |
scientific article; zbMATH DE number 2017097 |
Statements
New statistical investigations of the Ornstein-Uhlenbeck process. (English)
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14 December 2003
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Ornstein-Uhlenbeck process
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Maximum likelihood estimator
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Robust estimator
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Confidence interval
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Tables
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