Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (Q1931356)

From MaRDI portal
Revision as of 02:25, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
scientific article

    Statements

    Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (English)
    0 references
    0 references
    25 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    least squares method
    0 references
    sub-fractional Brownian motion
    0 references
    sub-fractional Ornstein-Uhlenbeck process
    0 references
    0 references