On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes (Q2833699)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes |
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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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