Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process

Denis Bosq ()

Statistical Inference for Stochastic Processes, 2010, vol. 13, issue 2, 133-145

Keywords: Ornstein–Uhlenbeck process; Asymptotic bias; Asymptotic efficiency; Maximum likelihood; Conditional maximum likelihood; Empirical estimator; Bias derivative; 62F10; 62F12; 62M (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11203-010-9039-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:13:y:2010:i:2:p:133-145

Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2

DOI: 10.1007/s11203-010-9039-6

Access Statistics for this article

Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin

More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().