Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181): Difference between revisions

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Property / author: Wei-Lin Xiao / rank
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Property / author: Wei-Guo Zhang / rank
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Latest revision as of 16:07, 4 July 2024

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Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
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    Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (English)
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    11 November 2011
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    discrete time sampling
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    fractional Ornstein Uhlenbeck processes
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    ergodic theorem
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    quadratic variation
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