The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
type: Item
instance of: scholarly article
title: The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
zbMATH Open document ID: 1218.62083
author: Hui Jiang
published in: Journal of Mathematical Analysis and Applications
publication date: 2011-07-18T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5925563
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: j.jmaa.2011.04.053
OpenAlex ID: W2031388933
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DOI: 10.1016/J.JMAA.2011.04.053
description: scientific article; zbMATH DE number 5925563