Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
type: Item
instance of: scholarly article
title: Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
zbMATH Open document ID: 1444.60029
author: Panhong Cheng
author: Qin Chen
author: Guangjun Shen
published in: Advances in Difference Equations
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 7002517
zbMATH Keywords: parameter estimation
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: weighted fractional Brownian motion
zbMATH Keywords: discrete observations
MaRDI profile type: Publication
Wikidata QID: Q59527309
full work available at URL: s13662-017-1420-y
OpenAlex ID: W2769402032
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DOI: 10.1186/S13662-017-1420-Y
description: scientific article; zbMATH DE number 7002517