Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (Q5369219)
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scientific article; zbMATH DE number 6791357
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| English | Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise |
scientific article; zbMATH DE number 6791357 |
Statements
16 October 2017
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complex Wiener-Itô multiple integral
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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fourth moment theorems
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strong consistency
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asymptotic normality
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0.96103114
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0.9444965
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0.9439412
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0.9315776
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0.9303965
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0.9216991
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0.9180801
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