On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447)
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scientific article; zbMATH DE number 6706869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On maximum likelihood estimation of the drift matrix of a degenerated O-U process |
scientific article; zbMATH DE number 6706869 |
Statements
On maximum likelihood estimation of the drift matrix of a degenerated O-U process (English)
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21 April 2017
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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local asymptotic normality property
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singular diffusion matrix
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