Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
Crossref DOI link: https://doi.org/10.1186/s13662-017-1420-y
Published Online: 2017-11-23
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cheng, Panhong
Shen, Guangjun
Chen, Qin
License valid from 2017-11-23