Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62E15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F12 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H35 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65C60 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6229207 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
maximum likelihood estimator | |||
Property / zbMATH Keywords: maximum likelihood estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
minimum contrast estimator | |||
Property / zbMATH Keywords: minimum contrast estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
characteristic function | |||
Property / zbMATH Keywords: characteristic function / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
unit root test | |||
Property / zbMATH Keywords: unit root test / rank | |||
Normal rank |
Revision as of 11:45, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process |
scientific article |
Statements
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (English)
0 references
19 November 2013
0 references
maximum likelihood estimator
0 references
minimum contrast estimator
0 references
characteristic function
0 references
unit root test
0 references