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Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter

Yu, Q

Yu, Q (corresponding author), East China Normal Univ, Sch Stat, Shanghai 200241, Peoples R China.

STATISTICAL PAPERS, 2021; 62 (2): 795

Abstract

In this paper, we deal with least squares estimator for the drift parameters of the fractional Ornstein-Uhlenbeck process with periodic mean function ......

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