Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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Publication:1862204
DOI10.1023/A:1021220818545zbMath1021.62061OpenAlexW1574322343MaRDI QIDQ1862204
Alain Le Breton, Marina Kleptsyna
Publication date: 10 March 2003
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021220818545
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Generalizations of martingales (60G48)
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