Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326)

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Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean
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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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