Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139): Difference between revisions
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Revision as of 11:00, 17 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion |
scientific article |
Statements
Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (English)
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15 January 2019
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parameter estimation
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Ornstein-Uhlenbeck process
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weighted fractional Brownian motion
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discrete observations
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