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On fractional Ornstein-Uhlenbeck processes

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2022A GMM approach to estimate the roughness of stochastic volatility42 cited
2023Moderate Deviations for Parameter Estimation in the Fractional Ornstein-Uhlenbeck Processes with Periodic Mean36 cited
2005Quadratic Variations along Irregular Subdivisions for Gaussian Processes36 cited

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2017

Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean

29 cited

2018Optimal portfolio under fractional stochastic environment28 cited

2017Parameter estimation for the Langevin equation with stationary-increment Gaussian noise28 cited

2018Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models28 cited

2019Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications25 cited

2018Option pricing under fast‐varying long‐memory stochastic volatility22 cited