Minimum \(L_1\)-norm estimation for mixed fractional Ornstein-Uhlenbeck type process
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Publication:2431300
Publication date: 12 April 2011
Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)
Full work available at URL: http://www.math.ac.vn/publications/acta/35/Toc_ACTA_3_35.htm
Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09)
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