Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306)
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scientific article; zbMATH DE number 5851801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type |
scientific article; zbMATH DE number 5851801 |
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Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (English)
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15 February 2011
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Ornstein-Uhlenbeck processes
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likelihood inference
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Fourier transform
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