Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process |
scientific article |
Statements
Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (English)
0 references
8 February 2019
0 references
fractional Ornstein-Uhlenbeck process
0 references
minimum \(L^1\)-norm estimator
0 references
fractional Brownian motion
0 references
asymptotic law
0 references
0 references
0 references
0 references
0 references
0 references
