Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (Q2154864)
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scientific article; zbMATH DE number 7556832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise |
scientific article; zbMATH DE number 7556832 |
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Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise (English)
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15 July 2022
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fourth moment theorem
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Ornstein-Uhlenbeck process
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Gaussian process
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Malliavin calculus
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0.9372951
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0.93476087
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0.9306403
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0.9305887
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0.92884874
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0.9278298
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