Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330)

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Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
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    Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (English)
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    2 June 2020
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    fractional Brownian motion
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    fractional Ornstein-Uhlenbeck process
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    ergodicity
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    parameter estimation
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    stochastic evolution equations
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    Malliavin calculus
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    multiple Wiener-Itô integrals
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    strong consistency
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    asymptotic normality
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