Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704)
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scientific article; zbMATH DE number 6229207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6229207 |
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Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (English)
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19 November 2013
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maximum likelihood estimator
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minimum contrast estimator
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characteristic function
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unit root test
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