Authenticus:P-00K-GM8 | CMUP

On maximum likelihood estimation of the drift matrix of a degenerated O–U process

Statistical Inference for Stochastic Processes | 2017 | article

Publication

Year of publication: 2017

Volume : 20

Pages : 57-78

Month :

CMUP publication : Yes

Authors

Paula Milheiro-Oliveira

A Prior

M Kleptsyna