Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964): Difference between revisions
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Revision as of 19:32, 5 March 2024
scientific article; zbMATH DE number 6460247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind |
scientific article; zbMATH DE number 6460247 |
Statements
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (English)
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20 July 2015
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fractional Ornstein-Uhlenbeck processes
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Malliavin calculus
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Langevin equation
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least-squares estimator
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