{
  "id": "1212.2800",
  "version": "v1",
  "published": "2012-12-12T12:56:19.000Z",
  "updated": "2012-12-12T12:56:19.000Z",
  "title": "On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes",
  "authors": [
    "Bernard Bercu",
    "Frederic Proia",
    "Nicolas Savy"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-12-12T12:56:19.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "ornstein-uhlenbeck driven",
      "positive recurrent ornstein-uhlenbeck processes driven",
      "maximum likelihood estimators",
      "unknown parameters",
      "asymptotic behavior"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1212.2800B"
    }
  }
}