Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964)
From MaRDI portal
scientific article; zbMATH DE number 6460247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind |
scientific article; zbMATH DE number 6460247 |
Statements
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (English)
0 references
20 July 2015
0 references
fractional Ornstein-Uhlenbeck processes
0 references
Malliavin calculus
0 references
Langevin equation
0 references
least-squares estimator
0 references
