Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (Q320546)
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| Language | Label | Description | Also known as |
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| English | Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion |
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Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (English)
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6 October 2016
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weighted fractional Brownian motion
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least squares estimator
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Ornstein-Uhlenbeck process
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