Least squares estimation for ornstein-uhlenbeck processes driven by the weighted fractional brownian motion

Title
Least squares estimation for ornstein-uhlenbeck processes driven by the weighted fractional brownian motion
Authors
Keywords
-
Journal
ACTA MATHEMATICA SCIENTIA
Volume 36, Issue 2, Pages 394-408
Publisher
Elsevier BV
Online
2016-02-03
DOI
10.1016/s0252-9602(16)30008-x

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