Least squares estimator for the Ornstein-Uhlenbeck process driven by weighted fractional Brownian motion
Least squares estimator for the Ornstein-Uhlenbeck process driven by weighted fractional Brownian motion
复制标题
由加权分数布朗运动驱动的 Ornstein-Uhlenbeck 过程的最小二乘估计器
作者:
Shen, Guangjun;Yin, Xiuwei;Yan, Litan