Least squares estimator for the parameter of the fractional Ornstein–Uhlenbeck sheet

Author:

De la Cerda Jorge Clarke,Tudor Ciprian A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference21 articles.

1. Asymptotic inference for spatial autoregression and orthogonality of Ornstein–Uhlenbeck sheet;Arató;Computers & Mathematics with Applications,2001

2. Mathematical methods for physicists;Arfken,2005

3. Maximum likelihood estimators and random walks in long-memory models;Bertin;Statistics,2010

4. Drift parameter estimation in fractional diffusions, martingales and random walks;Bertin;Statistics & Probability Letters,2011

5. Fractional Ornstein–Uhlenbeck processes;Cheridito;Electronic Journal of Probability,2003

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Drift Parameter Estimation in the Models Involving Fractional Brownian Motion;Springer Proceedings in Mathematics & Statistics;2017

2. Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index $H\in(0,\frac{1}{2})$;Electronic Journal of Statistics;2015-01-01

3. Gamma-mixed Ornstein-Uhlenbeck sheet;Publicationes Mathematicae Debrecen;2013-04-01

4. Multiparameter Gaussian Processes;Probability and Its Applications;2013

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