Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation

著录项

• 来源
  《Applied Mathematical Modelling》 |2011年第9期|p.4189-4195|共7页
• 作者

  Weilin Xiao; Weiguo Zhang; Weidong Xu;

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• 作者单位

  School of Business Administration, South China University of Technology. Guangzhou 510640, P.R. China;

  School of Business Administration, South China University of Technology. Guangzhou 510640, P.R. China;

  Department of Accounting and Finance, School of Management, Zhejiang University, Hangzhou 310006, P.R. China;

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• 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  discrete time sampling; fractional ornstein-uhlenbeck processes; ergodic theorem; quadratic variation;

  机译：离散时间采样;分数奥恩斯坦-乌伦贝克过程;遍历定理二次方差;