On parameter estimation of fractional Ornstein-Uhlenbeck process (Q2090566)
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scientific article; zbMATH DE number 7606808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parameter estimation of fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7606808 |
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On parameter estimation of fractional Ornstein-Uhlenbeck process (English)
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25 October 2022
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fractional Ornstein-Uhlenbeck process
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strong consistency
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asymptotic normality
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