Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869)
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: Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6489708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6489708 |
Statements
Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (English)
0 references
5 October 2015
0 references
fractional Ornstein-Uhlenbeck process
0 references
fractional Brownian motion
0 references
maximum likelihood estimator
0 references
characteristic function
0 references
numerical integration
0 references
unit root test
0 references
0 references
0 references
