Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck process driven by a Gaussian process (Q6407325)
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scientific article; zbMATH DE number 7867681
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| English | Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck process driven by a Gaussian process |
scientific article; zbMATH DE number 7867681 |
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8 August 2022
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math.PR
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MINIMUM L_1-NORM ESTIMATION FOR ORNSTEIN-UHLENBECK TYPE PROCESS DRIVEN BY A GAUSSIAN PROCESS (English)
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