On parameter estimation of the hidden Ornstein–Uhlenbeck...

On parameter estimation of the hidden Ornstein–Uhlenbeck process

Kutoyants, Yury A.
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Volume:
169
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2018.09.008
Date:
January, 2019
File:
PDF, 494 KB
english, 2019
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