Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W2224053729 / rank
 
Normal rank

Revision as of 01:15, 20 March 2024

scientific article
Language Label Description Also known as
English
Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
scientific article

    Statements

    Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (English)
    0 references
    0 references
    0 references
    21 April 2017
    0 references
    fractional Ornstein Uhlenbeck process
    0 references
    long range dependence
    0 references
    periodic mean function
    0 references
    least squares estimator
    0 references

    Identifiers