Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7546310 | Journal of the Korean Statistical Society | 2017 | 15 Pages |
Abstract
We first study the drift parameter estimation of the fractional Ornstein-Uhlenbeck process (fOU) with periodic mean for every 12
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Salwa Bajja, Khalifa Es-Sebaiy, Lauri Viitasaari,