Parameter estimation for discretely observed non-ergodic...

Parameter estimation for discretely observed non-ergodic fractional Ornstein–Uhlenbeck processes of the second kind

El Onsy, Brahim, Es-Sebaiy, Khalifa, Ndiaye, Djibril
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Volume:
32
Language:
english
Journal:
Brazilian Journal of Probability and Statistics
DOI:
10.1214/17-BJPS353
Date:
August, 2018
File:
PDF, 148 KB
english, 2018
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