Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (Q320546): Difference between revisions

@@ Property / author @@
-Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
-Normal rank
@@ Property / author @@
+Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G18
@@ Property / Mathematics Subject Classification ID: 60G18 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6634164
@@ Property / zbMATH DE Number: 6634164 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weighted fractional Brownian motion
@@ Property / zbMATH Keywords: weighted fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares estimator
@@ Property / zbMATH Keywords: least squares estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Ornstein-Uhlenbeck process
@@ Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0252-9602(16)30008-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2259800577
@@ Property / OpenAlex ID: W2259800577 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:320546