Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088)
From MaRDI portal
scientific article; zbMATH DE number 7806017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations |
scientific article; zbMATH DE number 7806017 |
Statements
Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (English)
0 references
16 February 2024
0 references
fractional Ornstein-Uhlenbeck process
0 references
estimation of drift parameters
0 references
continuous observations
0 references
local asymptotic normality property
0 references
0 references
0 references
0 references
0 references
