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

MaRDI QIDQ3513634zbMATH OpenFDO

Authors Yu Miao, Kai Zheng

Publication date 6 August 2008

zbMATH Keywords

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

Mathematics Subject Classification ID

Brownian motion (60J65)

Recommendations

• Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes
• Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
• On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
• scientific article; zbMATH DE number 404127
• scientific article; zbMATH DE number 749221

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

This page was built for publication: Minimum \(L^p\) norm estimation for fractional O-U type process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3513634)