Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes
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Publication:5086447
DOI10.1080/17442508.2018.1424853zbMath1498.62163OpenAlexW2782814857MaRDI QIDQ5086447
Anastasia Papavasiliou, Fan Zhang
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2018.1424853
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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Cites Work
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