Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088)
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scientific article; zbMATH DE number 7806017
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| English | Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations |
scientific article; zbMATH DE number 7806017 |
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Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (English)
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16 February 2024
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fractional Ornstein-Uhlenbeck process
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estimation of drift parameters
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continuous observations
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local asymptotic normality property
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