Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process (Q4618064)
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scientific article; zbMATH DE number 7014708
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| English | Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7014708 |
Statements
Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (English)
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7 February 2019
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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fractional Brownian motion
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singularly perturbed integral equation
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weakly singular integral operator
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0.8785021305084229
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0.8747753500938416
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0.8747753500938416
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0.8678293228149414
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0.8526436686515808
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