Estimating drift parameters in a fractional Ornstein...

Statistical Inference for Stochastic Processes 2017 / 4 Vol. 20; Iss. 1

Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean

Dehling, Herold, Franke, Brice, Woerner, Jeannette H. C.
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Volume:
20
Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-016-9136-2
Date:
April, 2017
File:
PDF, 465 KB
english, 2017
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