∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion (Q5324860): Difference between revisions
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Revision as of 19:48, 5 March 2024
scientific article; zbMATH DE number 5592131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion |
scientific article; zbMATH DE number 5592131 |
Statements
∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion (English)
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8 August 2009
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linear stochastic differential equations
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fractional Ornstein-Uhlenbeck type process
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fractional Brownian motion
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maximum likelihood estimation
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upper functions
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lower functions
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