Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package - Archive ouverte HAL
Article Dans Une Revue Computational Statistics Année : 2013

Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package

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hal-01634606 , version 1 (14-11-2017)

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Alexandre Brouste, Stefano M. Iacus. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package. Computational Statistics, 2013, 28 (4), pp.1529-1547. ⟨10.1007/s00180-012-0365-6⟩. ⟨hal-01634606⟩
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