Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055): Difference between revisions
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Latest revision as of 03:22, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion |
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Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (English)
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4 December 2017
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linear stochastic differential equations
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sub-fractional Ornstein-Uhlenbeck process
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sub-fractional Brownian motion
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maximum likelihood estimation
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Bayes estimation
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consistency
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asymptotic normality
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Bernstein-von Mises theorem
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