Parametric estimation for sub fractional Ornstein–Uhlenbeck process
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: 2013DOI: 10.1016/j.jspi.2012.10.013
Keyword(s): Least squares method,Sub,Sub
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Parametric estimation for sub fractional Ornstein–Uhlenbeck process
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| contributor author | Mendy, Ibrahima | |
| date accessioned | 2020-03-11T15:34:52Z | |
| date available | 2020-03-11T15:34:52Z | |
| date issued | 2013 | |
| identifier issn | 0378-3758 | |
| identifier other | 10.1016-j.jspi.2012.10.013.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/579070?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Parametric estimation for sub fractional Ornstein–Uhlenbeck process | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4432229 | |
| subject keywords | Least squares method | |
| subject keywords | Sub | |
| subject keywords | Sub | |
| identifier doi | 10.1016/j.jspi.2012.10.013 | |
| journal title | Journal of Statistical Planning and Inference | |
| journal volume | 143 | |
| journal issue | 4 | |
| filesize | 219221 | |
| citations | 0 |