Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s11203-023-09300-3 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11203-023-09300-3 / rank | |||
Normal rank | |||
Latest revision as of 18:58, 30 December 2024
scientific article; zbMATH DE number 7806017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations |
scientific article; zbMATH DE number 7806017 |
Statements
Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (English)
0 references
16 February 2024
0 references
fractional Ornstein-Uhlenbeck process
0 references
estimation of drift parameters
0 references
continuous observations
0 references
local asymptotic normality property
0 references
0 references
0 references
0 references
0 references
