Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
type: Item
instance of: scholarly article
title: Parametric estimation for sub-fractional Ornstein-Uhlenbeck process
zbMATH Open document ID: 1428.62106
author: Ibrahima Mendy
published in: Journal of Statistical Planning and Inference
publication date: 2013-01-25T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6130696
zbMATH Keywords: least squares method
zbMATH Keywords: sub-fractional Brownian motion
zbMATH Keywords: sub-fractional Ornstein-Uhlenbeck process
MaRDI profile type: Publication
full work available at URL: j.jspi.2012.10.013
OpenAlex ID: W2055790212
DOI: 10.1016/J.JSPI.2012.10.013
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description: scientific article; zbMATH DE number 6130696