haress.hu:21:estimation¶
BibTeX Entry:
@article{haress.hu:21:estimation,
author = {Haress, El Mehdi and Hu, Yaozhong},
doi = {10.1007/s11203-020-09235-z},
fjournal = {Statistical Inference for Stochastic Processes. An International Journal Devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems},
issn = {1387-0874},
journal = {Stat. Inference Stoch. Process.},
mrclass = {62M09 (60G22 60H10 60H30)},
mrnumber = {4265053},
number = {2},
pages = {327--351},
title = {Estimation of all parameters in the fractional {O}rnstein-{U}hlenbeck model under discrete observations},
url = {https://doi.org/10.1007/s11203-020-09235-z},
volume = {24},
year = {2021}
}