Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation
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Cited in
(5)- Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Estimation of energy-dependent parameter in the coupled continuous time random walk model
- Fractional hyper-ballistic transport under external oscillating electric fields
- A CTRW-driven subdiffusive fractional Brownian bridge in the reconstruction of missing experimental data
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