Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046)
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scientific article; zbMATH DE number 6930038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind |
scientific article; zbMATH DE number 6930038 |
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Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (English)
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31 August 2018
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drift parameter estimation
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non-ergodic fractional Ornstein-Uhlenbeck process of the second kind
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fractional Brownian motion
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