Parameter estimation for fractional Ornstein–Uhlenbeck...

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Statistical Inference for Stochastic Processes 2017 / 11

Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter

Hu, Yaozhong, Nualart, David, Zhou, Hongjuan
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Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-017-9168-2
Date:
November, 2017
File:
PDF, 2.14 MB
english, 2017
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