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Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Azmoodeh, Ehsan
;
Viitasaari, Lauri
2013
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https://hdl.handle.net/10993/26395
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Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind.pdf
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Disciplines :
Mathematics
Author, co-author :
Azmoodeh, Ehsan
;
University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Viitasaari, Lauri
Language :
English
Title :
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Publication date :
2013
Source :
http://arxiv.org/abs/1304.2466
Available on ORBilu :
since 01 April 2016
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