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On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes
16 references·2 citing·39 second hop
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  • 2002

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Regularization of differential equations by fractional noise
170 cited

Cited by

  • 2016Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein–Uhlenbeck processes15 cited
  • 2018Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process15 cited