Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Pu Zhang; Wei-lin Xiao; Xi-li Zhang; Pan-qiang Niu
| Year of publication: |
2014
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|---|---|
| Authors: | Zhang, Pu ; Xiao, Wei-lin ; Zhang, Xi-li ; Niu, Pan-qiang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 198-203
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| Subject: | Fractional Ornstein-Uhlenbeck processes | Quadratic variation | Maximum likelihood estimation | Donsker type approximation | Consistent estimator | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010412366