Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549789 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bernard Bercu, Frédéric Proïa, Nicolas Savy,