On parameter estimation of fractional Ornstein-Uhlenbeck process (Q2090566)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parameter estimation of fractional Ornstein-Uhlenbeck process |
scientific article |
Statements
On parameter estimation of fractional Ornstein-Uhlenbeck process (English)
0 references
25 October 2022
0 references
fractional Ornstein-Uhlenbeck process
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
