Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind
Azmoodeh, Ehsan, Morlanes, José IgorVolume:
49
Language:
english
Journal:
Statistics
DOI:
10.1080/02331888.2013.863888
Date:
January, 2015
File:
PDF, 195 KB
english, 2015