Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation
type: Item
instance of: scholarly article
title: Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation
zbMATH Open document ID: 1540.62106
DOI: 10.1063/5.0158843
author: Joanna Janczura
author: Marcin Magdziarz
author: Ralf Metzler
published in: Chaos
publication date: 2024-06-10T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 7862578
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7862578