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Geometric bounds on the Ornstein-Uhlenbeck velocity process

✍ Scribed by Christer Borell


Publisher
Springer
Year
1985
Tongue
English
Weight
427 KB
Volume
70
Category
Article
ISSN
1432-2064

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New statistical investigations of the or
✍ M. AratΓ³; S. Fegyverneki πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 666 KB

An asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck process, where the parameters are the local mean, the drift, and the variance. We are interested in the case when the damping parameter (A, or AT = s) is nearly zero. The asymptotic sufficient statistics can