Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
type: Item
instance of: scholarly article
title: Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
author: B. L. S. Prakasa Rao
published in: Random Operators and Stochastic Equations
publication date: 2017-12-04T00:00:00Z
Mathematics Subject Classification ID: 62M86
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6815262
zbMATH Keywords: linear stochastic differential equations
zbMATH Keywords: sub-fractional Ornstein-Uhlenbeck process
zbMATH Keywords: sub-fractional Brownian motion
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: Bayes estimation
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Bernstein-von Mises theorem
MaRDI profile type: Publication
full work available at URL: rose-2017-0018
OpenAlex ID: W4244878746
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DOI: 10.1515/ROSE-2017-0018
description: scientific article; zbMATH DE number 6815262