On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes (Q2833699)
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scientific article; zbMATH DE number 6656307
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| English | On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6656307 |
Statements
On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes (English)
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25 November 2016
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reflected fractional Ornstein-Uhlenbeck processes
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fractional Brownian motion
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fractional calculus
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parameter estimation
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maximum likelihood estimator
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sequential maximum likelihood estimator
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0.8665276765823364
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0.8657641410827637
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0.851511538028717
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0.8486550450325012
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0.8451539278030396
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