Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion (Q5430132)
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scientific article; zbMATH DE number 5219778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion |
scientific article; zbMATH DE number 5219778 |
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Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion (English)
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12 December 2007
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asymptotic normality
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consistency
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck type process
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instrumental variable estimation
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linear stochastic differential equations
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