Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process ; volume:29 ; number:1 ; year:2023 ; pages:1-32 ; extent:32
Monte Carlo methods and applications ; 29, Heft 1 (2023), 1-32 (gesamt 32)
- Creator
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Pramesti, Getut
- DOI
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10.1515/mcma-2022-2127
- URN
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urn:nbn:de:101:1-2023030413150972037204
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:50 AM CEST
Data provider
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Associated
- Pramesti, Getut
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