Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308)
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scientific article; zbMATH DE number 6348532
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| English | Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet |
scientific article; zbMATH DE number 6348532 |
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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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0.8621883392333984
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0.831660807132721
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0.8311934471130371
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0.8286416530609131
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0.8242571353912354
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