Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7002517
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion |
scientific article; zbMATH DE number 7002517 |
Statements
Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (English)
0 references
15 January 2019
0 references
parameter estimation
0 references
Ornstein-Uhlenbeck process
0 references
weighted fractional Brownian motion
0 references
discrete observations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8988431096076965
0 references
0.8671311736106873
0 references
0.8496652841567993
0 references
0.8496596813201904
0 references
0.8484249114990234
0 references
