Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509)
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| Language | Label | Description | Also known as |
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| English | Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process |
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Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (English)
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8 January 2014
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fractional Brownian motion
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stochastic evolution equations
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Malliavin calculus
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multiple Wiener-Itô integrals
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strong consistency
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asymptotic normality
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