Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process |
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Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (English)
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25 August 2020
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asymptotic efficiency
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fractional Ornstein-Uhlenbeck process
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least squares estimator
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maximum likelihood estimator
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characteristic function
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numerical integration
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