Ergodicity and Drift Parameter Estimation for Infinite-Dimensional Fractional Ornstein–Uhlenbeck Process of the Second Kind
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-018-9519-4.pdf
Reference27 articles.
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2. Azmoodeh, E., Viitasaari, L.: Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind. Stat. Inference Stoch Process. 18(3), 205–227 (2015)
3. Bajja, S., Es-Sebaiy, K., Viitasaari, L.: Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean. J. Korean Stat. Soc. 46(4), 608–622 (2017)
4. Cialenco, I.: Parameter estimations for SPDEs with multiplicative fractional noise. Stoch. Dyn. 10(4), 561–576 (2010)
5. Cialenco, I., Lototsky, S.V.: Parameter estimation in diagonalizable bilinear stochastic parabolic equations. Stat. Inference Stoch. Process. 12(3), 203–219 (2009)
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