Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-012-4386-y.pdf
Reference39 articles.
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2. Anh V V, Leonenko N N, Sakhno L M. On a class of minimum contrast estimators for fractional stochastic processes and fields. J Stat Plan Infer, 2004, 123: 161–185
3. Bercu B, Coutin L, Savy N. Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Theory Probab Appl, 2011, 55: 575–610
4. Bertin K, Torres S, Tudor C A. Drift parameter estimation in fractional diffusions driven by perturbed random walks. Statist Probab Lett, 2011, 81: 243–249
5. Bishwal J P N. Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process. Statist Probab Lett, 2006, 76: 1397–1409
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