Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean

10 September 2015

Papers citing "Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean"

3 / 3 papers shown

Title
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion Reinhard Hoepfner Yury A. Kutoyants 74 26 0 18 Mar 2010
$Parameter estimation for fractional Ornstein-Uhlenbeck processes$ Parameter estimation for fractional Ornstein-Uhlenbeck processes Yaozhong Hu D. Nualart 66 308 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 106 74 0 02 Apr 2008