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On Maximum Likelihood Estimation of the Drift Matrix of a Degenerated O–U Process

AuthID
P-00K-GM8

Author(s)

Prior, A

Kleptsyna, M

Milheiro Oliveira, P

Document Type

Article

Year published

2017

Published

in Statistical Inference for Stochastic Processes, ISSN: 1387-0874

Volume: 20, Issue: 1, Pages: 57-78

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Publication Identifiers

DOI: 10.1007/s11203-016-9137-1

Scopus: 2-s2.0-84970951418

Source Identifiers

ISSN: 1387-0874

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On Maximum Likelihood Estimation of the Drift Matrix of a Degenerated O–U Process

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On Maximum Likelihood Estimation of the Drift Matrix of a Degenerated O–U Process

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