Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
B. L. S. Prakasa Rao·2025-11-22·via math.ST updates on arXiv.org
We investigate the asymptotic properties of the minimum $L_1$-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a Hermite process.