Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind

Azmoodeh, Ehsan; Viitasaari, Lauri

doi:10.1007/s11203-014-9111-8

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Article (Scientific journals)

Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind

Azmoodeh, Ehsan; Viitasaari, Lauri

2015 • In Statistical Inference for Stochastic Processes, 18 (3), p. 205–227

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/32885

DOI
10.1007/s11203-014-9111-8

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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

External co-authors :

yes

Language :

English

Title :

Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind

Publication date :

2015

Journal title :

Statistical Inference for Stochastic Processes

ISSN :

1572-9311

Publisher :

Springer

Volume :

Issue :

Pages :

205–227

Peer reviewed :

Peer Reviewed verified by ORBi

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since 07 November 2017

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