On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations

K Es-Sebaiy; D Ndiaye

doi:10.16929/as/2014.615.57

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Afrika Statistika
Journal / Afrika Statistika / Vol. 9 No. 1 (2014) / Articles

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Published:

Jan 6, 2015

DOI:

10.16929/as/2014.615.57

Article Details

Issue

Vol. 9 No. 1 (2014)

Section

Articles

Main Article Content

On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations

K Es-Sebaiy

D Ndiaye

Abstract

No Abstract.

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