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Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation

Weilin Xiao, Weiguo Zhang, Weidong Xu

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Source: Crossref

Published: Sep 1, 2011

DOI: 10.1016/j.apm.2011.02.047

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Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation — Mathematical Frontier Network