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On Maximum Likelihood Estimation of the Drift Matrix of a Degenerated O–U Process
AuthID
P-00K-GM8
3
Author(s)
Prior, A
·
Kleptsyna, M
·
Milheiro Oliveira, P
Document Type
Article
Year published
2017
Published
in
Statistical Inference for Stochastic Processes,
ISSN: 1387-0874
Volume: 20, Issue: 1, Pages: 57-78
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Publication Identifiers
DOI
:
10.1007/s11203-016-9137-1
Scopus
: 2-s2.0-84970951418
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ISSN
: 1387-0874
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