Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean

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Publication:1984653

DOI10.1007/s11203-019-09200-5zbMath1434.60167arXiv1903.02376OpenAlexW2918838215WikidataQ127636994 ScholiaQ127636994MaRDI QIDQ1984653

Radomyra Shevchenko, Ciprian A. Tudor

Publication date: 7 April 2020

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.02376




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