𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Potential theory associated with Uhlenbeck-Ornstein process

✍ Scribed by Hui-Hsiung Kuo


Book ID
107794759
Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
581 KB
Volume
21
Category
Article
ISSN
0022-1236

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Parameter Estimation with Exact Distribu
✍ Gyula Pap; Martien C.A. van Zuijlen 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 619 KB

It is shown that the suitably normalized maximum likelihood estimators of some parameters of multidimensional Ornstein Uhlenbeck processes with coefficient matrix of a special structure have exactly a normal distribution. This result provides a generalization to an arbitrary dimension of the well-kn