Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/79144
Type: Artigo de periódico
Title: Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process
Author: Rifo, L
Torres, S
Tudor, CA
Abstract: We compare, theoretically and numerically, the maximum likelihood and the Bayes estimators for discretely observed fractional diffusions.
Subject: Bayes estimator
Fractional Brownian motion
Maximum likelihood estimation
Random walk
Country: EUA
Editor: Taylor & Francis Inc
Citation: Stochastic Models. Taylor & Francis Inc, v. 29, n. 3, n. 291, n. 305, 2013.
Rights: aberto
Identifier DOI: 10.1080/15326349.2013.808899
Date Issue: 2013
Appears in Collections:Unicamp - Artigos e Outros Documentos

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