Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes

Dominique Dehay

doi:10.1007/s11203-014-9104-7

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Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes

Dominique Dehay

Year: 2014 Journal: Statistical Inference for Stochastic Processes Vol: 18 (1)Pages: 69-98 Publisher: Springer Science+Business Media

DOI: 10.1007/s11203-014-9104-7

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Keywords:

Ornstein–Uhlenbeck process Mathematics Combinatorics Independent and identically distributed random variables Function (biology) Maximum likelihood Null (SQL) Minimax Random variable Stochastic process Statistics Mathematical optimization

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Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Distributed Sensor Networks and Detection Algorithms

Physical Sciences → Computer Science → Computer Networks and Communications

Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes

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