Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864)
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English | Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind |
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Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (English)
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5 October 2015
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fractional Ornstein-Uhlenbeck processes
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parameter estimation
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fractional Brownian motion
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central limit theorem
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Malliavin calculus
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multiple Wiener integrals
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