Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package

DOI10.1007/s00180-012-0365-6zbMath1306.65034arXiv1112.3777OpenAlexW2030655671MaRDI QIDQ2259080

Alexandre Brouste, Stefano Maria Iacus

Publication date: 27 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3777

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Uses Software

• R

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