hu.song:13:parameter¶
BibTeX Entry:
@incollection{hu.song:13:parameter,
author = {Hu, Yaozhong and Song, Jian},
booktitle = {Malliavin calculus and stochastic analysis},
doi = {10.1007/978-1-4614-5906-4\_19},
mrclass = {62M05 (60G22 60H07 60J60 62F12)},
mrnumber = {3070455},
mrreviewer = {Wei-Lin Xiao},
pages = {427--442},
publisher = {Springer, New York},
series = {Springer Proc. Math. Stat.},
title = {Parameter estimation for fractional {O}rnstein-{U}hlenbeck processes with discrete observations},
url = {https://doi.org/10.1007/978-1-4614-5906-4\_19},
volume = {34},
year = {2013}
}