Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606)
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scientific article; zbMATH DE number 1688710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1688710 |
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Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (English)
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19 February 2002
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diffusion processes
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discrete time observations
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minimum contrast
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Whittle approximation
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