Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
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Publication:530368
DOI10.1016/j.jkss.2015.12.001zbMath1342.62024arXiv1507.00802OpenAlexW2963787549MaRDI QIDQ530368
Mohamed El Machkouri, Khalifa Es-Sebaiy, Youssef Ouknine
Publication date: 29 July 2016
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.00802
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Diffusion processes (60J60) Self-similar stochastic processes (60G18)
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Cites Work
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