Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process

Author: Bosq Denis  

Publisher: Springer Publishing Company

ISSN: 1387-0874

Source: Statistical Inference for Stochastic Processes, Vol.13, Iss.2, 2010-06, pp. : 133-145

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract