Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211)
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scientific article; zbMATH DE number 7548154
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| 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)
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27 June 2022
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fractional Ornstein Uhlenbeck process
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long range dependence
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periodic mean function
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least squares estimator
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non-ergodicity
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0.9049885272979736
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0.891198992729187
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0.8788538575172424
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0.8765439987182617
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0.8644810318946838
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