Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (Q320546)
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scientific article; zbMATH DE number 6634164
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| English | Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion |
scientific article; zbMATH DE number 6634164 |
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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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0.9566798
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0.9535622
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0.95127755
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0.94969696
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0.9391311
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0.9370798
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0.9332067
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0.93014854
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0.9284768
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