Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138)
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scientific article; zbMATH DE number 7713324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift |
scientific article; zbMATH DE number 7713324 |
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Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (English)
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17 July 2023
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maximum likelihood estimators
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Ornstein-Uhlenbeck process
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large linear drift
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law of iterated logarithm
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consistency
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asymptotic distributions
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