Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181): Difference between revisions
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Revision as of 02:10, 1 March 2024
scientific article
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| English | Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation |
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Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (English)
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11 November 2011
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discrete time sampling
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fractional Ornstein Uhlenbeck processes
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ergodic theorem
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quadratic variation
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