Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations

DOI10.1007/978-1-4614-5906-4_19zbMath1268.62100OpenAlexW1984629873MaRDI QIDQ2841792

Jian Song, Yaozhong Hu

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-5906-4_19

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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