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title: Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes
Auteur: PAP G. (1) ; VAN ZUIJLEN M. C. A. (2) ;
Source: Journal of multivariate analysis ISSN 0047-259X CODEN JMVAAI
2.
Article Title: | Statistical properties of a discrete version of the Ornstein-Uhlenbeck process | ||||
| Author: | Larralde, Hernán | ||||
| Journal: | Physical review. E, Statistical, nonlinear, and soft matter physics | ||||
| ISSN: | 1539-3755 | Date: | 2004 | ||
| Volume: | 69 | Issue: | 2 | ||
title:Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes*1
Volume 77, Issue 18, December 2007, Pages 1744-1749


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