Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368)

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Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
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    Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (English)
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    29 July 2016
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    parameter estimation
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    non-ergodic Gaussian Ornstein-Uhlenbeck process
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