FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2116147125> ?p ?o ?g. }

• W2116147125 abstract "Abstract The paper studies the linear regression model <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:msub> <mml:mi>y</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>=</mml:mo> <mml:msubsup> <mml:mi>x</mml:mi> <mml:mi>t</mml:mi> <mml:mi>T</mml:mi> </mml:msubsup> <mml:mi>β</mml:mi> <mml:mo>+</mml:mo> <mml:msub> <mml:mi>ε</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>,</mml:mo> <mml:mspace /> <mml:mi>t</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> <mml:mo>,</mml:mo> <mml:mn>2</mml:mn> <mml:mo>,</mml:mo> <mml:mo>…</mml:mo> <mml:mo>,</mml:mo> <mml:mi>n</mml:mi> <mml:mo>,</mml:mo> </mml:math> where <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:mi>d</mml:mi> <mml:msub> <mml:mi>ε</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>=</mml:mo> <mml:mi>λ</mml:mi> <mml:mo>(</mml:mo> <mml:mi>μ</mml:mi> <mml:mo>−</mml:mo> <mml:msub> <mml:mi>ε</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>)</mml:mo> <mml:mspace /> <mml:mi>d</mml:mi> <mml:mi>t</mml:mi> <mml:mo>+</mml:mo> <mml:mi>σ</mml:mi> <mml:mspace /> <mml:mi>d</mml:mi> <mml:msub> <mml:mi>B</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>,</mml:mo> </mml:math> with parameters <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:mi>λ</mml:mi> <mml:mo>,</mml:mo> <mml:mi>σ</mml:mi> <mml:mo>∈</mml:mo> <mml:msup> <mml:mi>R</mml:mi> <mml:mo>+</mml:mo> </mml:msup> </mml:math> , <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:mi>μ</mml:mi> <mml:mo>∈</mml:mo> <mml:mi>R</mml:mi> </mml:math> and <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:mo>{</mml:mo> <mml:msub> <mml:mi>B</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>,</mml:mo> <mml:mi>t</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>0</mml:mn> <mml:mo>}</mml:mo> </mml:math> the standard Brownian motion. Firstly, the maximum likelihood (ML) estimators of β , λ and <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:msup> <mml:mi>σ</mml:mi> <mml:mn>2</mml:mn> </mml:msup> </mml:math> are given. Secondly, under general conditions, the asymptotic properties of the ML estimators are investigated. And then, limiting distributions for likelihood ratio test statistics of the hypothesis are also given. Lastly, the validity of the method are illuminated by two real examples. MSC: 62J05, 62M10, 60J60." @default.
• W2116147125 created "2016-06-24" @default.
• W2116147125 creator A5003177720 @default.
• W2116147125 creator A5055665054 @default.
• W2116147125 creator A5064515030 @default.
• W2116147125 date "2014-08-19" @default.
• W2116147125 modified "2023-09-25" @default.
• W2116147125 title "Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process" @default.
• W2116147125 cites W1491599161 @default.
• W2116147125 cites W1523507525 @default.
• W2116147125 cites W1565615556 @default.
• W2116147125 cites W1968110531 @default.
• W2116147125 cites W1972992784 @default.
• W2116147125 cites W1981372953 @default.
• W2116147125 cites W1983547829 @default.
• W2116147125 cites W1985003570 @default.
• W2116147125 cites W1986372184 @default.
• W2116147125 cites W1989860523 @default.
• W2116147125 cites W1993801618 @default.
• W2116147125 cites W1997461667 @default.
• W2116147125 cites W2005326190 @default.
• W2116147125 cites W2008963466 @default.
• W2116147125 cites W2016006053 @default.
• W2116147125 cites W2032475541 @default.
• W2116147125 cites W2036658802 @default.
• W2116147125 cites W2046512769 @default.
• W2116147125 cites W2046905145 @default.
• W2116147125 cites W2047526838 @default.
• W2116147125 cites W2054627137 @default.
• W2116147125 cites W2070983030 @default.
• W2116147125 cites W2071212004 @default.
• W2116147125 cites W2078054310 @default.
• W2116147125 cites W2091636333 @default.
• W2116147125 cites W2114223803 @default.
• W2116147125 cites W2117269925 @default.
• W2116147125 cites W2129779124 @default.
• W2116147125 cites W2131297085 @default.
• W2116147125 cites W2138239267 @default.
• W2116147125 cites W2143142412 @default.
• W2116147125 cites W2148637583 @default.
• W2116147125 cites W2153046312 @default.
• W2116147125 cites W2158685529 @default.
• W2116147125 cites W2161276768 @default.
• W2116147125 cites W2163938349 @default.
• W2116147125 cites W2170439816 @default.
• W2116147125 cites W2238061309 @default.
• W2116147125 cites W2403035479 @default.
• W2116147125 cites W2487303223 @default.
• W2116147125 cites W3124789966 @default.
• W2116147125 cites W3125469818 @default.
• W2116147125 cites W4241115065 @default.
• W2116147125 cites W4292081285 @default.
• W2116147125 cites W1991344973 @default.
• W2116147125 doi "https://doi.org/10.1186/1029-242x-2014-301" @default.
• W2116147125 hasPublicationYear "2014" @default.
• W2116147125 type Work @default.
• W2116147125 sameAs 2116147125 @default.
• W2116147125 citedByCount "0" @default.
• W2116147125 crossrefType "journal-article" @default.
• W2116147125 hasAuthorship W2116147125A5003177720 @default.
• W2116147125 hasAuthorship W2116147125A5055665054 @default.
• W2116147125 hasAuthorship W2116147125A5064515030 @default.
• W2116147125 hasBestOaLocation W21161471251 @default.
• W2116147125 hasConcept C11413529 @default.
• W2116147125 hasConcept C41008148 @default.
• W2116147125 hasConceptScore W2116147125C11413529 @default.
• W2116147125 hasConceptScore W2116147125C41008148 @default.
• W2116147125 hasIssue "1" @default.
• W2116147125 hasLocation W21161471251 @default.
• W2116147125 hasOpenAccess W2116147125 @default.
• W2116147125 hasPrimaryLocation W21161471251 @default.
• W2116147125 hasRelatedWork W2051487156 @default.
• W2116147125 hasRelatedWork W2052122378 @default.
• W2116147125 hasRelatedWork W2053286651 @default.
• W2116147125 hasRelatedWork W2073681303 @default.
• W2116147125 hasRelatedWork W2317200988 @default.
• W2116147125 hasRelatedWork W2544423928 @default.
• W2116147125 hasRelatedWork W2947381795 @default.
• W2116147125 hasRelatedWork W2181413294 @default.
• W2116147125 hasRelatedWork W2181743346 @default.
• W2116147125 hasRelatedWork W2187401768 @default.
• W2116147125 hasVolume "2014" @default.
• W2116147125 isParatext "false" @default.
• W2116147125 isRetracted "false" @default.
• W2116147125 magId "2116147125" @default.
• W2116147125 workType "article" @default.