Gaussian Volterra processes: Asymptotic growth and statistical estimation (Q6040489)
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scientific article; zbMATH DE number 7686923
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| English | Gaussian Volterra processes: Asymptotic growth and statistical estimation |
scientific article; zbMATH DE number 7686923 |
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Gaussian Volterra processes: Asymptotic growth and statistical estimation (English)
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17 May 2023
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Gaussian Volterra process
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asymptotic growth
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long range dependence
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parameter estimation
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Ornstein-Uhlenbeck process
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0.8187690377235413
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0.8003979921340942
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0.7947478890419006
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0.7908509969711304
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0.785662829875946
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