Least squares estimator for a class of subdiffusion processes

DOI10.1080/03610926.2020.1838546OpenAlexW3096981688MaRDI QIDQ5093718

Sheng Lin, Chongqi Zhang, Huiyan Zhao, Yu Guo

Publication date: 1 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1838546

zbMATH Keywords

statistical inferenceleast squares estimatorsubdiffusion processtime-changed Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Cites Work

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