Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean |
scientific article |
Statements
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (English)
0 references
7 April 2020
0 references
Rosenblatt process
0 references
parameter estimation
0 references
Malliavin calculus
0 references
multiple Wiener-Itô integrals
0 references
strong consistency
0 references
asymptotic normality
0 references
Ornstein-Uhlenbeck process
0 references
periodic mean function
0 references
least squares estimator
0 references
