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Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

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References

2010Parameter estimation for fractional Ornstein–Uhlenbeck processes299 cited
2002Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process267 cited
2012Selected Aspects of Fractional Brownian Motion255 cited
2007Statistical aspects of the fractional stochastic calculus128 cited
20052005): Statistical Aspects of the fractional stochastic calculus123 cited

Cited by

2018ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL62 cited
2018Optimal rates for parameter estimation of stationary Gaussian processes51 cited
2023Moderate Deviations for Parameter Estimation in the Fractional Ornstein-Uhlenbeck Processes with Periodic Mean36 cited
2017Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean29 cited
2019Asymptotic theory for rough fractional Vasicek models29 cited

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