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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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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