Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes

DOI10.1080/03610926.2018.1440596OpenAlexW2794492211MaRDI QIDQ5078388

Qing Pei Zang, Tao Wang

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1440596

zbMATH Keywords

mean square sensenonhomogeneous diffusion processsequential maximum likelihood estimation

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (1)

Parameter estimation in optional semimartingale regression models

Cites Work

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• Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time

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