Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181)
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scientific article; zbMATH DE number 5970921
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| English | Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation |
scientific article; zbMATH DE number 5970921 |
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Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (English)
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11 November 2011
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discrete time sampling
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fractional Ornstein Uhlenbeck processes
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ergodic theorem
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quadratic variation
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0.99638253
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0.9731401
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0.9682218
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0.96423846
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0.9640484
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0.9603533
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0.9596881
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0.9470175
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0.9467828
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