Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

Author:

El Machkouri Mohamed,Es-Sebaiy Khalifa,Ouknine Youssef

Funder

University of Rouen

Hassan II Academy of Science and Technology

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference17 articles.

1. Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind;Azmoodeh;Statistics: A Journal of Theoretical and Applied Statistics,2013

2. Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind;Azmoodeh;Statistical Inference for Stochastic Processes,2015

3. An extension of bifractional Brownian motion;Bardina;Communications on Stochastic Analysis,2011

4. Parameter estimation for fractional Ornstein–Uhlenbeck processes: Non-ergodic case;Belfadli;Frontiers in Science and Engineering,2011

5. Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein–Uhlenbeck processes;Cénac;Probability and Mathematical Statistics,2015

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