Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter |
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Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (English)
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14 January 2022
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Ornstein-Uhlenbeck processes
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fractional Brownian motion
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least squares estimator
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asymptotic distribution
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