Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509)
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: Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6243441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6243441 |
Statements
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (English)
0 references
8 January 2014
0 references
fractional Brownian motion
0 references
stochastic evolution equations
0 references
Malliavin calculus
0 references
multiple Wiener-Itô integrals
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
