Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241)
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scientific article; zbMATH DE number 7018348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation for fractional Ornstein-Uhlenbeck type process |
scientific article; zbMATH DE number 7018348 |
Statements
Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (English)
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8 February 2019
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long-range dependence
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minimum distance estimation
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consistency
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asymptotic distribution
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0.94380057
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0.9419358
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0.9392811
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0.9171208
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0.9153474
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0.9133474
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0.9131087
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