Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes |
scientific article |
Statements
Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (English)
0 references
1 July 2022
0 references
drift parameter estimation
0 references
non-ergodic Gaussian Ornstein-Uhlenbeck process
0 references
discrete observations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
