Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080): Difference between revisions

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-Stefano Maria Iacus
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+Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
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+Drift parameter estimation in fractional diffusions driven by perturbed random walks
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+Fractional {O}rnstein-{U}hlenbeck processes
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+ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
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