Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210)
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scientific article; zbMATH DE number 7018328
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| English | Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7018328 |
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Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (English)
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8 February 2019
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fractional Ornstein-Uhlenbeck process
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minimum \(L^1\)-norm estimator
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fractional Brownian motion
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asymptotic law
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0.9065684676170348
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0.8792400360107422
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0.8625376224517822
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0.8490858674049377
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