Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855)
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scientific article; zbMATH DE number 7533454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters |
scientific article; zbMATH DE number 7533454 |
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Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (English)
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30 May 2022
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drift parameter estimation
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weighted fractional Ornstein-Uhlenbeck process
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strong consistency
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asymptotic distribution
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