Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403)
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scientific article; zbMATH DE number 6038173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6038173 |
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Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (English)
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23 May 2012
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ULAMN property
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joint estimation
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asymptotic optimality
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0.93786466
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0.9274023
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0.90754175
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0.9062239
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0.8960557
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0.8935241
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0.89312994
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