Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190)
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scientific article; zbMATH DE number 7184337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case |
scientific article; zbMATH DE number 7184337 |
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Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (English)
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1 April 2020
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Gaussian mean-reverting Ornstein-Uhlenbeck processes
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parameter estimation
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Young integral
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fractional Gaussian processes
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