Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326)
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scientific article; zbMATH DE number 7575568
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| English | Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean |
scientific article; zbMATH DE number 7575568 |
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Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (English)
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25 August 2022
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parameter estimation
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strong consistency
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joint asymptotic distribution
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fractional Ornstein-Uhlenbeck process
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periodic mean function
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Young integral
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0.891198992729187
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0.863440752029419
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0.859597384929657
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0.8498259782791138
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