Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368)

From MaRDI portal
Revision as of 09:24, 12 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
scientific article

    Statements

    Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (English)
    0 references
    0 references
    0 references
    0 references
    29 July 2016
    0 references
    parameter estimation
    0 references
    non-ergodic Gaussian Ornstein-Uhlenbeck process
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references