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Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application - MaRDI portal

Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792)

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Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
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    Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (English)
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    22 February 2011
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    maximum likelihood estimation
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    EM-algorithm, identifiability
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    asymptotic normality
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