Drift parameter estimation for fractional...

Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind

Azmoodeh, Ehsan, Morlanes, José Igor
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Volume:
49
Language:
english
Journal:
Statistics
DOI:
10.1080/02331888.2013.863888
Date:
January, 2015
File:
PDF, 195 KB
english, 2015
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