Asymptotic properties of maximum-likelihood-estimators in diffusion type models: 2 Local Arymptotics of an exponential memory Ornstein-Uhlenbeck type model
Saved in:
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin
Sekt. Mathematik der Humboldt-Univ.
1990
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| Series: | Preprint / Humboldt-Universität zu Berlin, Sektion Mathematik
N.F., 258 Preprint / Humboldt-Universität zu Berlin, Sektion Mathematik ... |
| Physical Description: | 21 S. |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:19:03Z |
| institution | BVB |
| language | English |
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| physical | 21 S. |
| publishDate | 1990 |
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| spelling | Dietz, Hans M. 1951- Verfasser (DE-588)123671248 aut Asymptotic properties of maximum-likelihood-estimators in diffusion type models 2 Local Arymptotics of an exponential memory Ornstein-Uhlenbeck type model Hans M. Dietz Berlin Sekt. Mathematik der Humboldt-Univ. 1990 21 S. txt rdacontent n rdamedia nc rdacarrier Preprint / Humboldt-Universität zu Berlin, Sektion Mathematik N.F., 258 Preprint / Humboldt-Universität zu Berlin, Sektion Mathematik ... (DE-604)BV024857186 2 Universität <Berlin, Ost> Sektion Mathematik Preprint 258 (DE-604)BV035417291 258 |
| spellingShingle | Dietz, Hans M. 1951- Asymptotic properties of maximum-likelihood-estimators in diffusion type models |
| title | Asymptotic properties of maximum-likelihood-estimators in diffusion type models |
| title_auth | Asymptotic properties of maximum-likelihood-estimators in diffusion type models |
| title_exact_search | Asymptotic properties of maximum-likelihood-estimators in diffusion type models |
| title_full | Asymptotic properties of maximum-likelihood-estimators in diffusion type models 2 Local Arymptotics of an exponential memory Ornstein-Uhlenbeck type model Hans M. Dietz |
| title_fullStr | Asymptotic properties of maximum-likelihood-estimators in diffusion type models 2 Local Arymptotics of an exponential memory Ornstein-Uhlenbeck type model Hans M. Dietz |
| title_full_unstemmed | Asymptotic properties of maximum-likelihood-estimators in diffusion type models 2 Local Arymptotics of an exponential memory Ornstein-Uhlenbeck type model Hans M. Dietz |
| title_short | Asymptotic properties of maximum-likelihood-estimators in diffusion type models |
| title_sort | asymptotic properties of maximum likelihood estimators in diffusion type models local arymptotics of an exponential memory ornstein uhlenbeck type model |
| volume_link | (DE-604)BV024857186 (DE-604)BV035417291 |
| work_keys_str_mv | AT dietzhansm asymptoticpropertiesofmaximumlikelihoodestimatorsindiffusiontypemodels2 |