Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446)
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scientific article; zbMATH DE number 6131958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6131958 |
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Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (English)
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28 January 2013
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minimum contrast estimator
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fractional Brownian motions
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Ornstein-Uhlenbeck process
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strong consistency
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asymptotic normality
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