Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6229207
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6229207 |
Statements
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (English)
0 references
19 November 2013
0 references
maximum likelihood estimator
0 references
minimum contrast estimator
0 references
characteristic function
0 references
unit root test
0 references
0 references
0 references
0.8895528316497803
0 references
0.8740255832672119
0 references
0.8719420433044434
0 references
0.8680702447891235
0 references
0.8432080149650574
0 references
