Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238): Difference between revisions
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Revision as of 07:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point |
scientific article |
Statements
Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (English)
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7 December 2020
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change-point
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drift-parameter
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fractional mean-reverting process
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fractional Ornstein-Uhlenbeck process
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shrinkage estimators
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testing
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