Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653)
From MaRDI portal
!
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 7186891
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean |
scientific article; zbMATH DE number 7186891 |
Statements
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (English)
0 references
7 April 2020
0 references
Rosenblatt process
0 references
parameter estimation
0 references
Malliavin calculus
0 references
multiple Wiener-Itô integrals
0 references
strong consistency
0 references
asymptotic normality
0 references
Ornstein-Uhlenbeck process
0 references
periodic mean function
0 references
least squares estimator
0 references
0 references
0 references
0 references
0 references
0.8852635622024536
0 references
0.8466858863830566
0 references
0.8409493565559387
0 references
0.8302562832832336
0 references
