Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling (Q2853356)
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scientific article; zbMATH DE number 6217551
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| English | Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling |
scientific article; zbMATH DE number 6217551 |
Statements
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (English)
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21 October 2013
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fractional Itō stochastic differential equation
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fractional Ornstein-Uhlenbeck process
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long-memory minimum contrast estimator
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rate of weak convergence
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Fourier method
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analytic continuation
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0.9058390855789183
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0.8896572589874268
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0.8805450201034546
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0.8740255832672119
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0.8358550071716309
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