scientific article; zbMATH DE number 5055429

zbMath1097.62075MaRDI QIDQ5488453

B. L. S. Prakasa Rao

Publication date: 19 September 2006

Full work available at URL: http://www.ams.org/tpms/2005-71-00/S0094-9000-05-00657-5/home.html

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zbMATH Keywords

fractional Brownian motionminimum \(L_1\)-norm estimationfractional Ornstein-Uhlenbeck type process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)

Related Items (7)

Fractional processes and their statistical inference: an overview ⋮ Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process ⋮ Minimum distance estimation for fractional Ornstein-Uhlenbeck type process ⋮ Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion ⋮ Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process ⋮ Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion ⋮ Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process

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