论文标题
最低$ l_1 $ -norm估计由高斯流程驱动的分数Ornstein-uhlenbeck过程
Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck process driven by a Gaussian process
论文作者
论文摘要
我们研究了由一般高斯过程驱动的分数Ornstein-uhlenbeck类型的最小$ L_1 $ norm估计器的渐近性能。
We investigate the asymptotic properties of the minimum $L_1$-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a general Gaussian process.
