XIAO Qingxian. The Parameter Estimation of Ornstein-Uhlenbeck ProcessJ. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 1-8.
Citation: XIAO Qingxian. The Parameter Estimation of Ornstein-Uhlenbeck ProcessJ. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 1-8.
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The Parameter Estimation of Ornstein-Uhlenbeck Process

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  • This paper discusses the problem of parameter estimation of Ornstein-Uhlenbeck process. The estimators with nonnegativity and consistency are also given.
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