Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
Crossref DOI link: https://doi.org/10.1007/s11464-019-0801-9
Published Online: 2019-11-07
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shen, Guangjun
Yu, Qian
Li, Yunmeng
Text and Data Mining valid from 2019-11-07
Version of Record valid from 2019-11-07
Article History
Received: 7 June 2018
Accepted: 24 October 2019
First Online: 7 November 2019