具有大线性漂移的Ornstein-Uhlenbeck过程的极大似然估计的渐近性

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Stochastics and Dynamics Pub Date : 2023-02-10 DOI:10.1142/s0219493723500247
Xuekang Zhang
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Asymptotic behaviour of maximum likelihood estimators for Ornstein-Uhlenbeck process with large linear drift
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来源期刊
Stochastics and Dynamics
Stochastics and Dynamics 数学-统计学与概率论
CiteScore
1.70
自引率
0.00%
发文量
49
审稿时长
>12 weeks
期刊介绍: This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view. Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.
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