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Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters - MaRDI portal

Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters

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Publication:6334939

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DOI10.3934/math.2021738arXiv2002.06861MaRDI QIDQ6334939

Khalifa Es-Sebaiy, Abdulaziz Alsenafi, Mishari Al-Foraih

Publication date: 17 February 2020

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

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