Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446)
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scientific article; zbMATH DE number 6131958
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| English | Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6131958 |
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Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (English)
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28 January 2013
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minimum contrast estimator
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fractional Brownian motions
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Ornstein-Uhlenbeck process
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strong consistency
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asymptotic normality
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0.9058390855789183
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0.8769871592521667
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0.8680702447891235
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0.8646204471588135
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0.8563004732131958
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