On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations (Q485967)
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scientific article; zbMATH DE number 6386350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations |
scientific article; zbMATH DE number 6386350 |
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On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations (English)
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14 January 2015
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fractional Ornstein-Uhlenbeck process
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drift estimation
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discrete observations
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non-ergodicity
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strong consistency
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