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| 摘要: |
| 本文研究混合分数O-U过程的最小范数估计问题.利用分数布朗运动驱动的随机微分方程偏差不等式,获得了混合分数O-U过程漂移参数的最小范数估计、相合性及渐近分布. |
| 关键词: 最小范数估计 混合分数O-U过程 |
| DOI： |
| 分类号:O211.6 |
| 基金项目: |
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| MINIMUM NORM ESTIMATION FOR MIXED FRACTIONALORNSTEIN-UHLENBECK TYPE PROCESS |
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LU Jian-hua
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| Abstract: |
| The minimum norm estimation for mixed fractional Ornstein-Uhlenbeck type process is studied. By using deviation inequalities of fractional Brownian motion, some asymptotic properties of the minimum norm estimator of the drift parameter for mixed fractional OrnsteinUhlenbeck type process are obtained. |
| Key words: minimum norm estimation mixed fractional |
