On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations (Q485967)
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scientific article; zbMATH DE number 6386350
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| English | On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations |
scientific article; zbMATH DE number 6386350 |
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On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations (English)
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14 January 2015
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fractional Ornstein-Uhlenbeck process
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drift estimation
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discrete observations
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non-ergodicity
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strong consistency
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0.940385401248932
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0.904047667980194
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0.8940372467041016
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0.8891844749450684
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0.8821642994880676
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