Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type

By L. Valdivieso, Wim Schoutens, Francis Tuerlinckx. 2009

76 citations recorded by the source corpus.

Subfields: Computer Vision and Pattern Recognition, Finance

View Paper: https://www.semanticscholar.org/paper/34e2f4c0ce66dedaac1f5df66d9c98b1ac2f88f4