Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet |
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Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (English)
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26 September 2014
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fractional Brownian sheet
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parameter estimation
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multiple Wiener-Itō integrals
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strong consistency
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