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Mathematics

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

M. Kleptsyna, A. Breton

2002.10.1Statistical Inference for Stochastic Processes

DOI: 10.1023/a:1021220818545

Abstract

Abstract is not available.

Citation format

KLEPTSYNA, M.; BRETON, A. Statistical analysis of the fractional ornstein–uhlenbeck type process. Statistical Inference for Stochastic Processes, 2002, 5: 229–248.