Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Shimizu, Yasutaka |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 1, p. 193-211
|
| Publisher: |
Springer |
| Subject: | Ornstein–Uhlenbeck processes | Non-recurrency | ULAMN property | Discrete observations | Joint estimation | Asymptotic optimality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010848670