Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:02, 1 February 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
