Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind

Reference : Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck ...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/26395

Title :	Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Language :	English
Author, co-author :	Azmoodeh, Ehsan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Viitasaari, Lauri []
Publication date :	2013
Peer reviewed :	No
Permalink :	http://hdl.handle.net/10993/26395
source URL :	http://arxiv.org/abs/1304.2466

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