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Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling
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    Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (English)
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    21 October 2013
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    fractional Itō stochastic differential equation
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    fractional Ornstein-Uhlenbeck process
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    long-memory minimum contrast estimator
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    rate of weak convergence
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    Fourier method
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    analytic continuation
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