BOOK-CHAPTER
Parameter Estimation in Student Ornstein–Uhlenbeck Process
Keywords:
Ornstein–Uhlenbeck process Mathematics Statistical inference Cauchy distribution Statistical physics Marginal distribution Inference Applied mathematics Statistics Stochastic process Artificial intelligence Computer science Physics Random variable
Metrics
0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
24
Refs
0.30
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Topics
Statistical Mechanics and Entropy
Physical Sciences → Physics and Astronomy → Statistical and Nonlinear Physics
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Theoretical and Computational Physics
Physical Sciences → Physics and Astronomy → Condensed Matter Physics
Related Documents
JOURNAL ARTICLE
On parameter estimation of fractional Ornstein–Uhlenbeck process
Journal: Random Operators and Stochastic Equations Year: 2022 Vol: 30 (3)Pages: 161-170
DISSERTATION
Robust Parameter Estimation for the Ornstein-Uhlenbeck Process
University: Infoscience (Ecole Polytechnique Fédérale de Lausanne) Year: 2012
JOURNAL ARTICLE
Robust parameter estimation for the Ornstein–Uhlenbeck process
Journal: Statistical Methods & Applications Year: 2012 Vol: 21 (4)Pages: 411-436
JOURNAL ARTICLE
On parameter estimation of the hidden Ornstein–Uhlenbeck process
Journal: Journal of Multivariate Analysis Year: 2018 Vol: 169 Pages: 248-263