Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation for fractional Ornstein-Uhlenbeck type process |
scientific article |
Statements
Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (English)
0 references
8 February 2019
0 references
long-range dependence
0 references
minimum distance estimation
0 references
consistency
0 references
asymptotic distribution
0 references
0 references
0 references
0 references
0 references
0 references
