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Parameter estimation for discretely observed non-ergodic fractional Ornstein–Uhlenbeck processes of the second kind
El Onsy, Brahim, Es-Sebaiy, Khalifa, Ndiaye, DjibrilVolume:
32
Language:
english
Journal:
Brazilian Journal of Probability and Statistics
DOI:
10.1214/17-BJPS353
Date:
August, 2018
File:
PDF, 148 KB
english, 2018