Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind (Q2187330)
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scientific article; zbMATH DE number 7207247
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| English | Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind |
scientific article; zbMATH DE number 7207247 |
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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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0.8891534209251404
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0.8789129853248596
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0.8712477684020996
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0.8515083193778992
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