Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (Q1931356)
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scientific article; zbMATH DE number 6130696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for sub-fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6130696 |
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Parametric estimation for sub-fractional Ornstein-Uhlenbeck process (English)
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25 January 2013
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least squares method
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sub-fractional Brownian motion
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sub-fractional Ornstein-Uhlenbeck process
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0.95804703
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0.94994676
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0.9442476
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0.94032204
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0.93500257
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0.9325746
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0.9179569
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