Open AccessErgodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process
Author(s) -
Bohdan Maslowski,
Jan Pospíšil
Publication year - 2007
Publication title -
applied mathematics and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 51
eISSN - 1432-0606
pISSN - 0095-4616
DOI - 10.1007/s00245-007-9028-3
Subject(s) - mathematics , ornstein–uhlenbeck process , ergodicity , ergodic theory , fractional brownian motion , consistency (knowledge bases) , brownian motion , mathematical analysis , estimator , strong consistency , stochastic process , statistical physics , statistics , discrete mathematics , physics
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