The exact distribution of the sufficient statistics and distribution of the maximum likelihood estimator of the drift (damping) parameter in a stationary complex Ornstein-Uhlenbeck process, given by (1.1), is investigated. Complete tables of the distribution function for different levels are given b
✦ LIBER ✦
Functional Law for the Anticipating Ornstein-Uhlenbeck Process
✍ Scribed by George Stoica
- Publisher
- Springer Netherlands
- Year
- 2008
- Tongue
- English
- Weight
- 177 KB
- Volume
- 106
- Category
- Article
- ISSN
- 0167-8019
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