Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:48, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation |
scientific article |
Statements
Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (English)
0 references
11 November 2011
0 references
discrete time sampling
0 references
fractional Ornstein Uhlenbeck processes
0 references
ergodic theorem
0 references
quadratic variation
0 references
