Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Herold G. Dehling / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6706867 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
fractional Ornstein Uhlenbeck process | |||
| Property / zbMATH Keywords: fractional Ornstein Uhlenbeck process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
long range dependence | |||
| Property / zbMATH Keywords: long range dependence / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
periodic mean function | |||
| Property / zbMATH Keywords: periodic mean function / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
least squares estimator | |||
| Property / zbMATH Keywords: least squares estimator / rank | |||
Normal rank | |||
Revision as of 05:59, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean |
scientific article |
Statements
Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (English)
0 references
21 April 2017
0 references
fractional Ornstein Uhlenbeck process
0 references
long range dependence
0 references
periodic mean function
0 references
least squares estimator
0 references
