Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (Q2214238): Difference between revisions

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Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point
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    Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point (English)
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    7 December 2020
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    change-point
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    drift-parameter
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    fractional mean-reverting process
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    fractional Ornstein-Uhlenbeck process
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    shrinkage estimators
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    testing
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