Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190)

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Parameter estimation for fractional Ornstein-Uhlenbeck processes
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    title
    Parameter estimation for fractional Ornstein-Uhlenbeck processes (English)
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    author
    Yaozhong Hu
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    David Nualart
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    publication date
    28 May 2010
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62F12
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    60F05
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    zbMATH DE Number
    5713575
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    OpenAlex ID
    W2023137939
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    arXiv ID
    0901.4925
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