Statistical analysis of the fractional Ornstein--Uhlenbeck type process
type: Item
instance of: scholarly article
title: Statistical analysis of the fractional Ornstein--Uhlenbeck type process
zbMATH Open document ID: 1021.62061
DOI: 10.1023/A:1021220818545
author: Alain Le Breton
author: Marina Kleptsyna
published in: Statistical Inference for Stochastic Processes
publication date: 2003-03-10T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 1879350
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: bias
zbMATH Keywords: mean square error
MaRDI profile type: Publication
full work available at URL: a:1021220818545
OpenAlex ID: W1574322343
description: scientific article; zbMATH DE number 1879350