Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356): Difference between revisions
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Revision as of 21:12, 14 February 2024
scientific article
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| English | Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling |
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Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (English)
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21 October 2013
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fractional Itō stochastic differential equation
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fractional Ornstein-Uhlenbeck process
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long-memory minimum contrast estimator
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rate of weak convergence
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Fourier method
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analytic continuation
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