hu.nualart.ea:19:parameter¶
BibTeX Entry:
@article{hu.nualart.ea:19:parameter,
author = {Hu, Yaozhong and Nualart, David and Zhou, Hongjuan},
doi = {10.1007/s11203-017-9168-2},
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 = {62F10 (60F05 60G22 60H07)},
mrnumber = {3918739},
mrreviewer = {Arturo Kohatsu-Higa},
number = {1},
pages = {111--142},
title = {Parameter estimation for fractional {O}rnstein-{U}hlenbeck processes of general {H}urst parameter},
url = {https://doi.org/10.1007/s11203-017-9168-2},
volume = {22},
year = {2019}
}