Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields (Q3562446)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields |
scientific article |
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Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields (English)
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21 May 2010
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asymptotically normal
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maximum likelihood estimatior
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multivariate Ornstein-Uhlenbeck process
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strongly consistent
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