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 :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/32885

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 :	2015
Journal title :	Statistical Inference for Stochastic Processes
Publisher :	Springer
Volume :	18
Issue/season :	3
Pages :	205–227
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	1387-0874
e-ISSN :	1572-9311
Permalink :	http://hdl.handle.net/10993/32885

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