Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
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Publication:2142855
DOI10.3934/MATH.2021738OpenAlexW3198800192MaRDI QIDQ2142855
Khalifa Es-Sebaiy, Mishari Al-Foraih, Abdulaziz Alsenafi
Publication date: 30 May 2022
Published in: AIMS Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.06861
asymptotic distributionstrong consistencydrift parameter estimationweighted fractional Ornstein-Uhlenbeck process
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)
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