Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2127491466 / rank | |||
Normal rank | |||
Revision as of 01:53, 20 March 2024
scientific article; zbMATH DE number 6460247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind |
scientific article; zbMATH DE number 6460247 |
Statements
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (English)
0 references
20 July 2015
0 references
fractional Ornstein-Uhlenbeck processes
0 references
Malliavin calculus
0 references
Langevin equation
0 references
least-squares estimator
0 references
