Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864)

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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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