Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process (Q510223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process |
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Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process (English)
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17 February 2017
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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hypothesis testing
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