Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type
| Year of publication: |
2009
|
|---|---|
| Authors: | Valdivieso, Luis ; Schoutens, Wim ; Tuerlinckx, Francis |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 1, p. 1-19
|
| Publisher: |
Springer |
| Subject: | Ornstein-Uhlenbeck processes | Likelihood inference | Fourier transform |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616047