Minimum L^p norm estimation for fractional O-U type process

zbMATH Open1150.60422MaRDI QIDQ3513634FDOQ3513634

Authors: Yu Miao, Kai Zheng 

Publication date: 6 August 2008

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• scientific article; zbMATH DE number 404127
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zbMATH Keywords

fractional O-U type processminimum \(L^p\) norm estimation

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (3)

• The Path of the Minimuml^p-Norm Estimator forpBetween 1 and Infinity
• Minimum distance estimation for fractional Ornstein-Uhlenbeck type process
• On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process

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