Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters |
scientific article |
Statements
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (English)
0 references
30 May 2022
0 references
drift parameter estimation
0 references
weighted fractional Ornstein-Uhlenbeck process
0 references
strong consistency
0 references
asymptotic distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
