Least squares estimation for ornstein-uhlenbeck processes driven by the weighted fractional brownian motion

In this article, we study a least squares estimator (LSE) of θ for the Ornstein-Uhlenbeck process X0 = 0, dXt = θXtdt + dBa,bt, t ≥ 0 driven by weighted fractional Brownian motion Ba,b with parameters a, b. We obtain the consistency and the asymptotic distribution of the LSE based on the observation {Xs, s ∈ [0, t]} as t tends to infinity.