Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise (Q2974872)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise |
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Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise (English)
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11 April 2017
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least squares estimator
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fractional Ornstein-Uhlenbeck process
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multiple integral
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Malliavin calculus
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central limit theorem
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