Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 06:25, 30 January 2024
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