Article ID Journal Published Year Pages File Type
7549789 Statistics & Probability Letters 2014 9 Pages PDF
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
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On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
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