Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053): Difference between revisions

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Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
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    Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (English)
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    1 November 2017
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    fractional Ornstein-Uhlenbeck processes
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    least squares estimator
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    Malliavin calculus
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