A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366): Difference between revisions

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Revision as of 23:02, 19 March 2024

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A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift
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    A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (English)
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    29 April 2022
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    mixed fractional Brownian motion
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    fundamental martingale
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    Laplace transform
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    optimal input
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