Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704): Difference between revisions
From MaRDI portal
Latest revision as of 02:34, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process |
scientific article |
Statements
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (English)
0 references
19 November 2013
0 references
maximum likelihood estimator
0 references
minimum contrast estimator
0 references
characteristic function
0 references
unit root test
0 references
0 references
0 references
