Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443)
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scientific article; zbMATH DE number 6706867
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| English | Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean |
scientific article; zbMATH DE number 6706867 |
Statements
Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (English)
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21 April 2017
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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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0.9332370162010192
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0.9291492104530334
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0.9049885272979736
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0.9002484679222107
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0.8763730525970459
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