Statistical analysis of the fractional Ornstein--Uhlenbeck type process (Q1862204)
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scientific article; zbMATH DE number 1879350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of the fractional Ornstein--Uhlenbeck type process |
scientific article; zbMATH DE number 1879350 |
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Statistical analysis of the fractional Ornstein--Uhlenbeck type process (English)
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10 March 2003
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fractional Brownian motion
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maximum likelihood estimator
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bias
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mean square error
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