Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean |
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Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (English)
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21 April 2017
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fractional Ornstein Uhlenbeck process
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long range dependence
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periodic mean function
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least squares estimator
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