Publication:5064209
From MaRDI portal
DOI10.1360/N012018-00050zbMath1499.62101MaRDI QIDQ5064209
Publication date: 21 March 2022
least squares estimatorCramér-type moderate deviationsmultiple Wiener-Itô integralfractional Ornstein-Uhlenbeck process of the second kind
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10)