Some statistical inferences on O-U processes

DOI10.1080/03610928008827899zbMath0436.62069OpenAlexW1978061041MaRDI QIDQ3876871

No author found.

Publication date: 1980

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928008827899

zbMATH Keywords

Ornstein-Uhlenbeck processasymptotic maximum likelihood estimatorasymptotic likelihood ratio test

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Cites Work

• Densities for Stochastic Processes
• Statistical Methods in Markov Chains
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

This page was built for publication: Some statistical inferences on O-U processes