Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:04, 5 March 2024
scientific article; zbMATH DE number 7073213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7073213 |
Statements
Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (English)
0 references
25 June 2019
0 references
deviation inequalities
0 references
fractional Ornstein-Uhlenbeck process
0 references
hypothesis testing
0 references
least squares estimator
0 references
moderate deviation principle
0 references
multiple Wiener-Itô integrals
0 references
confidence intervals
0 references
