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  On maximum likelihood estimation of the drift matrix of a degenerated O–U process
 
 
Title: On maximum likelihood estimation of the drift matrix of a degenerated O–U process
Author: Prior, Ana
Kleptsyna, Marina
Milheiro-Oliveira, Paula
Appeared in: Statistical inference for stochastic processes
Paging: Volume 20 (2016) nr. 1 pages 57-78
Year: 2016
Contents:
Publisher: Springer Netherlands, Dordrecht
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 3 of 5 found articles
 
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