Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1609.08199 / rank | |||
Normal rank |
Revision as of 20:44, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean |
scientific article |
Statements
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (English)
0 references
1 November 2017
0 references
fractional Ornstein-Uhlenbeck processes
0 references
least squares estimator
0 references
Malliavin calculus
0 references