Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean
Crossref DOI link: https://doi.org/10.1007/s11203-019-09200-5
Published Online: 2019-06-19
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shevchenko, Radomyra
Tudor, Ciprian A.
Text and Data Mining valid from 2019-06-19
Version of Record valid from 2019-06-19
Article History
Received: 25 February 2019
Accepted: 15 June 2019
First Online: 19 June 2019