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Fractional Ornstein-Uhlenbeck processes

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References

1990Stochastic Integration and Differential Equations1,195 cited

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2011

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On fractional Ornstein-Uhlenbeck processes

78 cited

2012Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package76 cited

2003Equivalence of Volterra processes65 cited