Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783)
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scientific article; zbMATH DE number 7073213
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| English | Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7073213 |
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Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (English)
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25 June 2019
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deviation inequalities
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fractional Ornstein-Uhlenbeck process
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hypothesis testing
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least squares estimator
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moderate deviation principle
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multiple Wiener-Itô integrals
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confidence intervals
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0.94005066
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0.9373185
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