On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes (Q2833699)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 6656307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 6656307 |
Statements
On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes (English)
0 references
25 November 2016
0 references
reflected fractional Ornstein-Uhlenbeck processes
0 references
fractional Brownian motion
0 references
fractional calculus
0 references
parameter estimation
0 references
maximum likelihood estimator
0 references
sequential maximum likelihood estimator
0 references
