JOURNAL ARTICLE

Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean

Radomyra ShevchenkoCiprian A. Tudor

Year: 2019 Journal:   Statistical Inference for Stochastic Processes Vol: 23 (1)Pages: 227-247   Publisher: Springer Science+Business Media
Keywords:
Mathematics Malliavin calculus Estimator Ornstein–Uhlenbeck process Applied mathematics Strong consistency Asymptotic distribution Consistency (knowledge bases) Estimation theory Stochastic process Calculus (dental) Mathematical optimization Statistics Mathematical analysis Differential equation Discrete mathematics

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7
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0.90
FWCI (Field Weighted Citation Impact)
19
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0.75
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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