hu.nualart:10:parameter¶
BibTeX Entry:
@article{hu.nualart:10:parameter,
author = {Hu, Yaozhong and Nualart, David},
doi = {10.1016/j.spl.2010.02.018},
fjournal = {Statistics \& Probability Letters},
issn = {0167-7152},
journal = {Statist. Probab. Lett.},
mrclass = {62M09 (60F05 60G22 60H07 62F10 62F12)},
mrnumber = {2638974},
mrreviewer = {Mark Podolskij},
number = {11-12},
pages = {1030--1038},
title = {Parameter estimation for fractional {O}rnstein-{U}hlenbeck processes},
url = {https://doi.org/10.1016/j.spl.2010.02.018},
volume = {80},
year = {2010}
}