Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443): Difference between revisions

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Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
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    Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (English)
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    21 April 2017
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    fractional Ornstein Uhlenbeck process
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    long range dependence
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    periodic mean function
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    least squares estimator
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