References

• 2006The Malliavin Calculus and Related Topics2,470 cited
• 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
• 2003Fractional Ornstein-Uhlenbeck processes418 cited
• 2010Parameter estimation for fractional Ornstein–Uhlenbeck processes299 cited
• 2002Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process267 cited
• 2007Statistical aspects of the fractional stochastic calculus128 cited
• 20052005): Statistical Aspects of the fractional stochastic calculus123 cited
• 2012Convergence in total variation on Wiener chaos90 cited
• 2015The optimal fourth moment theorem81 cited
• 2011On fractional Ornstein-Uhlenbeck processes78 cited
• 2012Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package76 cited
• 2016Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes75 cited
• 2008Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion72 cited
• 2011Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case55 cited
• 2013Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations