On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations (Q485967): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 60F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6386350
@@ Property / zbMATH DE Number: 6386350 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Ornstein-Uhlenbeck process
@@ Property / zbMATH Keywords: fractional Ornstein-Uhlenbeck process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+drift estimation
@@ Property / zbMATH Keywords: drift estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete observations
@@ Property / zbMATH Keywords: discrete observations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-ergodicity
@@ Property / zbMATH Keywords: non-ergodicity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong consistency
@@ Property / zbMATH Keywords: strong consistency / rank @@
+Normal rank

Revision as of 20:31, 30 June 2023