Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (Q1931356): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for sub-fractional Ornstein-Uhlenbeck process |
scientific article |
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Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (English)
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25 January 2013
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least squares method
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sub-fractional Brownian motion
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sub-fractional Ornstein-Uhlenbeck process
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