Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean |
scientific article |
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Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (English)
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1 November 2017
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fractional Ornstein-Uhlenbeck processes
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least squares estimator
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Malliavin calculus
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