Crossmark

Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise

Published Online: 2026-04-15

Published Print: 2026-06

Authors

Araya, Héctor https://orcid.org/0000-0002-0937-0556
Plaza-Vega, Francisco https://orcid.org/0000-0001-7577-2775
Alvarado, Eloy https://orcid.org/0000-0001-7522-2327
Funding

Funding for this research was provided by:

Agencia Nacional de Investigación y Desarrollo (ECOS210037)

Agencia Nacional de Investigación y Desarrollo (AMSUD220041)

Agencia Nacional de Investigación y Desarrollo (FONDECYT 11230051)

Agencia Nacional de Investigación y Desarrollo (ANID-FONDECYT-11251120)

Agencia Nacional de Investigación y Desarrollo (ANID-FONDECYT-11250479)
License Information

Text and Data Mining valid from 2026-04-15

Version of Record valid from 2026-04-15
More Information

Article History

Received: 24 June 2025

Revised: 23 December 2025

First Online: 15 April 2026

Declarations

:

: The authors have no relevant financial or non-financial interests to disclose.

Document is current