Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211)
From MaRDI portal
scientific article; zbMATH DE number 7548154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case |
scientific article; zbMATH DE number 7548154 |
Statements
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (English)
0 references
27 June 2022
0 references
fractional Ornstein Uhlenbeck process
0 references
long range dependence
0 references
periodic mean function
0 references
least squares estimator
0 references
non-ergodicity
0 references
0 references
