English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

We construct the least-square estimator for the unknown drift parameter inthe multifractional Ornstein-Uhlenbeck model and establish its strongconsistency in the non-ergodic case. The proofs are based on the asymptoticbounds with probability 1 for the rate of the growth of the trajectories ofmultifractional Brownian motion (mBm) and of some other functionals of mBm,including increments and fractional derivatives. As the auxiliary resultshaving independent interest, we produce the asymptotic bounds with probability1 for the rate of the growth of the trajectories of the general Gaussianprocess and some functionals of it, in terms of the covariance function of itsincrements.

Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation