Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (Q320546): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G18
@@ Property / Mathematics Subject Classification ID: 60G18 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6634164
@@ Property / zbMATH DE Number: 6634164 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weighted fractional Brownian motion
@@ Property / zbMATH Keywords: weighted fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares estimator
@@ Property / zbMATH Keywords: least squares estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Ornstein-Uhlenbeck process
@@ Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank @@
+Normal rank

Revision as of 01:52, 28 June 2023