Hypothesis testing in a fractional Ornstein-Uhlenbeck model
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Publication:1929673
DOI10.1155/2012/268568zbMath1398.62216WikidataQ58689559 ScholiaQ58689559MaRDI QIDQ1929673
Publication date: 9 January 2013
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/268568
62G10: Nonparametric hypothesis testing
60G22: Fractional processes, including fractional Brownian motion
60J60: Diffusion processes
62M02: Markov processes: hypothesis testing
Related Items
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case, Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process
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