Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind |
scientific article |
Statements
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (English)
0 references
5 October 2015
0 references
fractional Ornstein-Uhlenbeck processes
0 references
parameter estimation
0 references
fractional Brownian motion
0 references
central limit theorem
0 references
Malliavin calculus
0 references
multiple Wiener integrals
0 references
0 references
0 references
0 references
