$Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package$

Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package

16 December 2011

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Papers citing "Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package"

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Title
$A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise$ A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise A. Neuenkirch S. Tindel 98 51 0 08 Nov 2011
$Exact maximum likelihood estimators for drift fractional Brownian motions$ Exact maximum likelihood estimators for drift fractional Brownian motions Yaozhong Hu Weilin Xiao Weiguo Zhang 55 49 0 27 Apr 2009
$Parameter estimation for fractional Ornstein-Uhlenbeck processes$ Parameter estimation for fractional Ornstein-Uhlenbeck processes Yaozhong Hu D. Nualart 71 308 0 30 Jan 2009
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion Igor Cialenco S. Lototsky J. Pospíšil 116 74 0 02 Apr 2008