Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-Ergodic Case
OUKNINE, youssef; BELFADLI, Rachid; ES-SEBAIY, Khalifa.
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-Ergodic Case.
Frontiers in Science and Engineering, [S.l.], v. 1, n. 1, feb. 2012.
ISSN 2028 - 7615. Available at: <https://revues.imist.ma/index.php/fsejournal/article/view/26873>. Date accessed: 15 nov. 2023.
doi:https://doi.org/10.34874/IMIST.PRSM/fsejournal-v1i1.26873.