Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean - 惯性聚合

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Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean

Herold Dehling, Brice Franke, Jeannette H. C. Woerner · 2015-09-10 · via math.ST updates on arXiv.org

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