Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments

MaRDI QIDQ6516835arXivFDO

Authors Hamidreza Maleki Almani, Tommi Sottinen

Published in arXiv

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09)

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