Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190): Difference between revisions

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-.1016/j.spl.2010.02.018
@@ Property / DOI: 10.1016/j.spl.2010.02.018 / rank @@
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@@ Property / arXiv ID @@
+.4925
@@ Property / arXiv ID: 0901.4925 / rank @@
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
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@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+On a Generalization of a Stochastic Integral
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+.1016/J.SPL.2010.02.018
@@ Property / DOI: 10.1016/J.SPL.2010.02.018 / rank @@
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