On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations

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Publication:485967

DOI10.16929/as/2014.615.57zbMath1329.60103OpenAlexW1568801385MaRDI QIDQ485967

Khalifa Es-Sebaiy, Djibril Ndiaye

Publication date: 14 January 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1418310397




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