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"On parameter estimation of the hidden Ornstein-Uhlenbeck process."

Yury A. Kutoyants (2019)

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DOI: 10.1016/J.JMVA.2018.09.008

access: closed

type: Journal Article

metadata version: 2020-02-22

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  - https://dblp.org/rec/journals/ma/Kutoyants19
Yury A. Kutoyants:
On parameter estimation of the hidden Ornstein-Uhlenbeck process. J. Multivar. Anal. 169: 248-263 (2019)

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