Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation

Markov processes: estimation; hidden Markov models (62M05) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)

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Cited in

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Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise
Power Brownian motion: an Ornstein-Uhlenbeck lookout

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