Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064)

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scientific article; zbMATH DE number 7014708
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English
Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process
scientific article; zbMATH DE number 7014708

    Statements

    title
    Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (English)
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    publication date
    7 February 2019
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    zbMATH Keywords
    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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    cites work
    Q4453257
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    Q3149666
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    Q5590313
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    Q3136462
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    Q4522393
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    Identifiers

    Mathematics Subject Classification ID
    62F10
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    45G05
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    60G22
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    zbMATH DE Number
    7014708
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    arXiv ID
    1507.04194
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    OpenAlex ID
    W2963366845
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    Wikidata QID
    Q128437448
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