Parameter estimation for fractional Ornstein-Uhlenbeck processes

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DOI10.1016/j.spl.2010.02.018zbMath1187.62137arXiv0901.4925OpenAlexW2023137939MaRDI QIDQ973190

Yaozhong Hu, David Nualart

Publication date: 28 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.4925

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)

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