Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
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Publication:6635577
DOI10.1214/24-EJS2293MaRDI QIDQ6635577FDOQ6635577
Authors: Hui Jiang, Yajuan Pan, Weilin Xiao, Qing-Shan Yang, Jun Yu
Publication date: 12 November 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Estimation in survival analysis and censored data (62N02) Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22)
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