Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes (Q6658918)
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scientific article; zbMATH DE number 7963477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes |
scientific article; zbMATH DE number 7963477 |
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Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes (English)
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8 January 2025
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stochastic differential equations
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parameter estimation
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Rosenblatt process
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high-frequency data
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Girsanov theorem
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