International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes
In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the...
In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...
International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...
International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameter...
Abstract. We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
We study the problem of estimating the parameters of an Ornstein-Uhlenbeck (OU) process that is the ...
AbstractBerry-Esseen bounds, with random and nonrandom normings, and large deviation probability bou...
International audienceFor the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum lik...
When stock prices are observed at high frequencies, more information can be utilized in estimation o...
In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the...
In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...
International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...
International audienceWe investigate the asymptotic behavior of the maximum likelihood estimators of...
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameter...
Abstract. We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type...
We study the problem of estimating the parameters of an Ornstein-Uhlenbeck (OU) process that is the ...
AbstractBerry-Esseen bounds, with random and nonrandom normings, and large deviation probability bou...
International audienceFor the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum lik...
When stock prices are observed at high frequencies, more information can be utilized in estimation o...
In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the...
In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the...
AbstractAn asymptotic analysis is presented for estimation in the three-parameter Ornstein-Uhlenbeck...
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