Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064)
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scientific article; zbMATH DE number 7014708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process |
scientific article; zbMATH DE number 7014708 |
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Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (English)
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7 February 2019
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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fractional Brownian motion
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singularly perturbed integral equation
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weakly singular integral operator
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