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Publication:3210024
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zbMATH Open0722.62053MaRDI QIDQ3210024

M. A. Yakunin

Publication date: 1988



Title of this publication is not available (Why is that?)


zbMATH Keywords

multidimensional Ornstein-Uhlenbeck process


Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)



Related Items (5)

Estimation of unknown parameters of the Ornstein-Uhlenbeck process with jumps in the nonstationary case ⋮ Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes ⋮ Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise ⋮ Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph ⋮ Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration






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