Ratio limit theorems for branching Ornstein-Uhlenbeck processes
✍ Scribed by K. Enderle; H. Hering
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 897 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0304-4149
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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