Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869): Difference between revisions
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Revision as of 01:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process |
scientific article |
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Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (English)
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5 October 2015
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fractional Ornstein-Uhlenbeck process
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fractional Brownian motion
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maximum likelihood estimator
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characteristic function
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numerical integration
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unit root test
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