Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053)
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scientific article; zbMATH DE number 6801985
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| English | Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean |
scientific article; zbMATH DE number 6801985 |
Statements
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (English)
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1 November 2017
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fractional Ornstein-Uhlenbeck processes
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least squares estimator
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Malliavin calculus
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0.9460418224334716
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0.9291492104530334
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0.917803168296814
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0.8765439987182617
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0.8728940486907959
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