Parameter estimation with exact distribution for multidimensional Ornstein - Unhlebeck process
Pap, Gyula
Parameter estimation with exact distribution for multidimensional Ornstein - Unhlebeck process - Nijmegen: Department of Mathematics Catholic University, 1993. - 9p. ; 21cm. - Report 9340 .
Includes bibliographical references
Ornstein-Uhlenbeck processes
Estimation theory
QA3.R46 no.9340
Parameter estimation with exact distribution for multidimensional Ornstein - Unhlebeck process - Nijmegen: Department of Mathematics Catholic University, 1993. - 9p. ; 21cm. - Report 9340 .
Includes bibliographical references
Ornstein-Uhlenbeck processes
Estimation theory
QA3.R46 no.9340