On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
classification
🧮 math.PR
math.STstat.TH
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ornstein-uhlenbeckprocessesdrivenasymptoticbehaviorestimatorsinvestigatelikelihood
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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.
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