Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704): Difference between revisions
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maximum likelihood estimator | |||
| Property / zbMATH Keywords: maximum likelihood estimator / rank | |||
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minimum contrast estimator | |||
| Property / zbMATH Keywords: minimum contrast estimator / rank | |||
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characteristic function | |||
| Property / zbMATH Keywords: characteristic function / rank | |||
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unit root test | |||
| Property / zbMATH Keywords: unit root test / rank | |||
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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)
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19 November 2013
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maximum likelihood estimator
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minimum contrast estimator
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characteristic function
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unit root test
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