Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (Q2046296)
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scientific article; zbMATH DE number 7382646
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| English | Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations |
scientific article; zbMATH DE number 7382646 |
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Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations (English)
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17 August 2021
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck
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parameter estimation
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Malliavin calculus
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ergodicity
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stationary processes
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Newton method
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central limit theorem
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0.9303547143936156
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0.8983767032623291
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0.895533561706543
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0.8880082964897156
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