We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parame... more 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.
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parame... more 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.
Uploads
Papers by Frédéric Proïa