On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| dc.contributor.author | BERCU, Bernard | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| dc.contributor.author | PROÏA, Frédéric | |
| hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
| dc.contributor.author | SAVY, Nicolas | |
| dc.date.created | 2013 | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 0167-7152 | |
| dc.description.abstractEn | We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes. | |
| dc.language.iso | en | |
| dc.publisher | Elsevier | |
| dc.title.en | On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1016/j.spl.2013.11.002 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| bordeaux.journal | Statistics and Probability Letters | |
| bordeaux.page | 36-44 | |
| bordeaux.volume | 85 | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00915963 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00915963v1 | |
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