The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean |
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The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (English)
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15 July 2022
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least squares estimator
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consistency
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asymptotic distribution
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Ornstein-Uhlenbeck processes
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Hermite processes
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