Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (Q2854346)
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scientific article; zbMATH DE number 6216443
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| English | Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process |
scientific article; zbMATH DE number 6216443 |
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Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (English)
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18 October 2013
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Bayes estimator
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fractional Brownian motion
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maximum likelihood estimation
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random walk
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0.94642574
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0.9455904
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0.9259936
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0.92216706
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0.92035544
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0.91915727
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0.91678107
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