Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
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Publication:1931356
DOI10.1016/j.jspi.2012.10.013zbMath1428.62106OpenAlexW2055790212MaRDI QIDQ1931356
Publication date: 25 January 2013
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.10.013
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)
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