Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean |
scientific article |
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Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (English)
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7 April 2020
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Rosenblatt process
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parameter estimation
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Malliavin calculus
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multiple Wiener-Itô integrals
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strong consistency
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asymptotic normality
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Ornstein-Uhlenbeck process
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periodic mean function
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least squares estimator
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