Parameter estimation for fractional Ornstein–Uhlenbeck processes
Work
Year: 2010
Type: article
Source: Statistics & Probability Letters
Authors Yaozhong Hu, David Nualart
Institution University of Kansas
Cites: 16
Cited by: 293
Related to: 10
FWCI: 11.18
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green