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
Copyright © All rights reserved. University of Dar es Salaam, Directorate of Library Services
Powered by Koha. Installed, Configured, and Customized by the Library ICT Department