The Least Squares Estimator for an Ornstein-Uhlenbeck Process Driven by a Hermite Process with a Periodic Mean
Crossref DOI link: https://doi.org/10.1007/s10473-021-0215-0
Published Online: 2021-01-29
Published Print: 2021-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shen, Guangjun
Yu, Qian
Tang, Zheng
Text and Data Mining valid from 2021-01-29
Version of Record valid from 2021-01-29
Article History
Received: 14 February 2020
Revised: 11 May 2020
First Online: 29 January 2021