Hypothesis testing in a fractional Ornstein-Uhlenbeck model
DOI10.1155/2012/268568zbMATH Open1398.62216OpenAlexW2170081386WikidataQ58689559 ScholiaQ58689559MaRDI QIDQ1929673FDOQ1929673
Authors: Michael Moers 
Publication date: 9 January 2013
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/268568
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Cited In (5)
- Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case
- On large deviations in testing Ornstein-Uhlenbeck-type models
- Hypothesis testing for the fractional Ornstein-Uhlenbeck model
- Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process
- Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process
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