Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process
| Year of publication: |
2010
|
|---|---|
| Authors: | Bosq, Denis |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 2, p. 133-145
|
| Publisher: |
Springer |
| Subject: | Ornstein–Uhlenbeck process | Asymptotic bias | Asymptotic efficiency | Maximum likelihood | Conditional maximum likelihood | Empirical estimator | Bias derivative |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456192