Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind

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Publication:1668046

DOI10.1214/17-BJPS353zbMath1398.62217MaRDI QIDQ1668046

Khalifa Es-Sebaiy, Brahim El Onsy, Djibril Ndiaye

Publication date: 31 August 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1528444871




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