On the spectral density of fractional Ornstein-Uhlenbeck processes (Q6664662)
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scientific article; zbMATH DE number 7968526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the spectral density of fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7968526 |
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On the spectral density of fractional Ornstein-Uhlenbeck processes (English)
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16 January 2025
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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spectral density
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paxson approximation
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Whittle maximum likelihood
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trading volume
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realized volatility
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