On maximum likelihood estimation of the drift matrix of a degenerated O-U process
type: Item
instance of: scholarly article
title: On maximum likelihood estimation of the drift matrix of a degenerated O-U process
zbMATH Open document ID: 1362.62049
author: Ana Prior
author: Marina Kleptsyna
author: Paula Milheiro-Oliveira
published in: Statistical Inference for Stochastic Processes
publication date: 2017-04-21T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6706869
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: local asymptotic normality property
zbMATH Keywords: singular diffusion matrix
MaRDI profile type: Publication
full work available at URL: s11203-016-9137-1
OpenAlex ID: W2406161781
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DOI: 10.1007/S11203-016-9137-1
description: scientific article; zbMATH DE number 6706869