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Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process - MaRDI portal

Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process

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Publication:6524267

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arXiv2403.00967MaRDI QIDQ6524267

Ciprian A. Tudor, Nakahiro Yoshida

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

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