Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807)
From MaRDI portal
scientific article; zbMATH DE number 7024345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion |
scientific article; zbMATH DE number 7024345 |
Statements
Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (English)
0 references
18 February 2019
0 references
linear stochastic differential equations
0 references
mixed fractional Ornstein-Uhlenbeck process
0 references
mixed fractional Brownian motion
0 references
maximum likelihood estimation
0 references
Bayes estimation
0 references
consistency
0 references
asymptotic normality
0 references
Bernstein-von Mises theorem
0 references
