Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687)
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scientific article; zbMATH DE number 7698956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7698956 |
Statements
Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (English)
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20 June 2023
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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long memory processes
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