Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497)
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scientific article; zbMATH DE number 6618064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6618064 |
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Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (English)
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18 August 2016
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reflected Ornstein-Uhlenbeck processes
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maximum likelihood estimation
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nonstationary
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