Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process
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Publication:2692994
DOI10.1515/mcma-2022-2127OpenAlexW4307832776MaRDI QIDQ2692994
Publication date: 17 March 2023
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2022-2127
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic behavior of solutions to PDEs (35B40)
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