Parameter identification for fractional Ornstein–Uhlenbeck...

Economic Modelling 2014 / 01 Vol. 36

Parameter identification for fractional Ornstein–Uhlenbeck processes based on discrete observation

Zhang, Pu, Xiao, Wei-lin, Zhang, Xi-li, Niu, Pan-qiang
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Volume:
36
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2013.09.004
Date:
January, 2014
File:
PDF, 270 KB
english, 2014
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