Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
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Bibliographic InfoArticle provided by Springer in its journal Statistical Inference for Stochastic Processes.
Volume (Year): 5 (2002)
Issue (Month): 3 (October)
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Web page: http://www.springerlink.com/link.asp?id=102997
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- M.L. Kleptsyna & A. Le Breton & M.-C. Roubaud, 2000. "Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 173-182, January.
- Alain Breton & Dinh Pham, 1989. "On the bias of the least squares estimator for the first order autoregressive process," Annals of the Institute of Statistical Mathematics, Springer, vol. 41(3), pages 555-563, September.
- Bishwal, Jaya P.N., 2008. "Large deviations in testing fractional Ornstein-Uhlenbeck models," Statistics & Probability Letters, Elsevier, vol. 78(8), pages 953-962, June.
- Hu, Yaozhong & Nualart, David, 2010. "Parameter estimation for fractional Ornstein-Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 1030-1038, June.
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