A Note on Parameter Estimation in Lamperti Transformed...

IFAC Proceedings Volumes 2012 / 07 Vol. 45; Iss. 16

A Note on Parameter Estimation in Lamperti Transformed Fractional Ornstein-Uhlenbeck Processes

Mossberg, Magnus, Mossberg, Eva
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Volume:
45
Language:
english
Journal:
IFAC Proceedings Volumes
DOI:
10.3182/20120711-3-be-2027.00202
Date:
July, 2012
File:
PDF, 229 KB
english, 2012
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