Drift estimation for a periodic mean reversion process (Q2431002)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift estimation for a periodic mean reversion process |
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Drift estimation for a periodic mean reversion process (English)
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8 April 2011
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time-inhomogeneous diffusion process
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Ornstein-Uhlenbeck process
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maximum likelihood estimation
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asymptotic normality
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